Estimates and Standard Errors for Ratios Of Normalizing Constants from Multiple Markov Chains Via Regeneration

DOI10.1111/rssb.12049OpenAlexW2103179127WikidataQ38679938 ScholiaQ38679938MaRDI QIDQ5088229

Hani Doss, Aixin Tan

Publication date: 11 July 2022

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

Full work available at URL: https://europepmc.org/articles/pmc5505497

zbMATH Keywords

importance samplingMarkov chain Monte Carlo methodsgeometric ergodicitystandard errorsregenerative simulationratios of normalizing constants

Mathematics Subject Classification ID

Statistics (62-XX)

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