scientific article; zbMATH DE number 1052811

MaRDI QIDQ4351049zbMATH OpenFDO

Authors Ming-Hui Chen, Q. M. Shao

Publication date 29 April 1998

zbMATH Keywords

Bayes factorBayesian computationbridge samplingimportance samplingMarkov chain Monte CarloMetropolis algorithmratio importance sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(11)

• Bayes factor estimation for nonlinear dynamic state space models
• On Monte Carlo methods for estimating ratios of normalizing constants
• Calibrated path sampling and stepwise bridge sampling
• Improving bridge estimators via \(f\)-GAN
• A path sampling identity for computing the Kullback-Leibler and J divergences
• Simultaneous SNP identification in association studies with missing data
• Bayesian variable selection for proportional hazards models
• scientific article; zbMATH DE number 947416 (Why is no real title available?)
• Variable selection in Bayesian generalized linear‐mixed models: An illustration using candidate gene case‐control association studies
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Estimation of ratios of normalizing constants using stochastic approximation: the SARIS algorithm

Describes a project that uses

Uses Software

• tsbridge

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