A Theory of Statistical Models for Monte Carlo Integration

DOI10.1111/1467-9868.00404zbMATH Open1067.62054OpenAlexW2128717032WikidataQ57307977 ScholiaQ57307977MaRDI QIDQ4672181FDOQ4672181

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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

biased sampling modelnormalizing constantsemiparametric modelimportance samplingMarkov chain Monte Carlo methodslog-linear modelmultinomial distributioncontrol variateexponential familygeneralized inverseinvariant measureiterative proportional scalingbridge samplingretrospective likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical integration (65D30) Nonparametric inference (62G99)

Cites Work

• Weighting for Unequal Selection Probabilities in Multilevel Models
• Monte Carlo strategies in scientific computing
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• What is a statistical model? (With comments and rejoinder).
• Robust Models in Probability Sampling
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Cited In (27)

• Two-Stage Importance Sampling With Mixture Proposals
• Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
• Rao–Blackwellisation in the Markov Chain Monte Carlo Era
• Comment on ``Probabilistic integration: a role in statistical computation?
• Selection of Proposal Distributions for Multiple Importance Sampling
• Generalized multiple importance sampling
• Statistical paradises and paradoxes in big data. I: Law of large populations, big data paradox, and the 2016 US presidential election
• Monte Carlo integration with Markov chain
• A note on Monte Carlo maximization by the density ratio model
• What are the Most Important Statistical Ideas of the Past 50 Years?
• Layer Sampling
• Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
• Testing of mixing models for Monte Carlo probability density function simulations
• Partial differential equations and stochastic methods in molecular dynamics
• A cluster-sample approach for Monte Carlo integration using multiple samplers
• On estimation of conditional density models with two-phase sampling
• Efficient estimation of the link function parameter in a robust Bayesian binary regression model
• Hit and run as a unifying device
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?
• Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models
• Models for Estimating Bayes Factors with Applications to Phylogeny and Tests of Monophyly
• Warp Bridge Sampling: The Next Generation
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
• Properties of the bridge sampler with a focus on splitting the MCMC sample
• Improving bridge estimators via \(f\)-GAN
• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
• A Perturbative Approach to Control Variates in Molecular Dynamics

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