Warp Bridge Sampling: The Next Generation

DOI10.1080/01621459.2020.1825447MaRDI QIDQ5885108zbMATH OpenOpenAlexFDO

Authors David E. Jones, Xiao-Li Meng

Publication date 27 March 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.07690

zbMATH Keywords

stochastic transformationMonte Carlo integrationWang-Landau algorithmGaussian mixturenormalizing constantsbridge sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05)

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Cites work

• scientific article; zbMATH DE number 947416 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
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Cited in

(4)

• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
• Inference via low-dimensional couplings
• Improving bridge estimators via \(f\)-GAN

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