A Theory of Statistical Models for Monte Carlo Integration

DOI10.1111/1467-9868.00404zbMath1067.62054OpenAlexW2128717032WikidataQ57307977 ScholiaQ57307977MaRDI QIDQ4672181

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Publication date: 29 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00404

zbMATH Keywords

bridge samplingimportance samplingsemiparametric modelinvariant measuregeneralized inverseexponential familymultinomial distributionMarkov chain Monte Carlo methodsnormalizing constantlog-linear modelcontrol variateiterative proportional scalingbiased sampling modelretrospective likelihood

Mathematics Subject Classification ID

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Cites Work

• What is a statistical model? (With comments and rejoinder).
• Weighting for Unequal Selection Probabilities in Multilevel Models
• Robust Models in Probability Sampling
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Monte Carlo strategies in scientific computing
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