Layer sampling

DOI10.1080/03610918.2013.854907MaRDI QIDQ2809586zbMATHOpenAlexFDO

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

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)

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Cites work

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

Cited in

(2)

• Regenerative Markov chain importance sampling
• Plane sampling

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