Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

DOI10.1214/SS/1028905934MaRDI QIDQ5926348zbMATH OpenOpenAlexFDO

Authors Xiao-Li Meng, Andrew Gelman

Publication date 1998

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ss/1028905934

zbMATH Keywords

importance samplingnumerical examplesnumerical integrationMarkov chain Monte Carlo methodpath samplingthermodynamic integrationHellinger distancebridge samplingRao distanceacceptance ratio methodJeffreys prior density

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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