A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants
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Cited in
(13)- Exponential-family models of random graphs: inference in finite, super and infinite population scenarios
- Bayesian model selection for high-dimensional Ising models, with applications to educational data
- Sampling unnormalized probabilities: an alternative to the Metropolis-Hastings algorithm
- A double Metropolis–Hastings sampler for spatial models with intractable normalizing constants
- Posterior sampling when the normalizing constant is unknown
- Bayesian inference in the presence of intractable normalizing functions
- The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
- An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
- An overview of stochastic approximation Monte Carlo
- A vector of point processes for modeling interactions between and within species using capture-recapture data
- The power prior: theory and applications
- Bayesian analysis of exponential random graph models using stochastic gradient Markov chain Monte Carlo
- Bayesian hierarchical spatial model for small-area estimation with non-ignorable nonresponses and its application to the NHANES dental caries data
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