Layer sampling

DOI10.1080/03610918.2013.854907zbMATH Open1339.65021OpenAlexW4247362390MaRDI QIDQ2809586FDOQ2809586

Authors: David D. L. Minh, Do Le Minh (Paul), Andrew L. Nguyen 

Publication date: 30 May 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.854907

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zbMATH Keywords

Markov chain Monte Carlonormalizing constantsimulationalgorithmnumerical examplerejection samplingregenerativelayer sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05)

Cites Work

• Slice sampling. (With discussions and rejoinder)
• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo sampling methods using Markov chains and their applications
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• On Monte Carlo methods for estimating ratios of normalizing constants
• A Theory of Statistical Models for Monte Carlo Integration
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• An interruptible algorithm for perfect sampling via Markov chains
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• On the applicability of regenerative simulation in Markov chain Monte Carlo
• Understanding the Hastings algorithm
• Monte Carlo integration with Markov chain
• Introduction to Regenerative Simulation
• Empirical supremum rejection sampling
• A rejection technique for sampling from log-concave multivariate distributions
• Regenerative Markov chain Monte Carlo for any distribution
• An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables

Cited In (2)

• Regenerative Markov chain importance sampling
• Plane sampling

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