Selection of Proposal Distributions for Multiple Importance Sampling
From MaRDI portal
Publication:6144618
DOI10.5705/ss.202021.0049arXiv1805.00829MaRDI QIDQ6144618
Evangelos Evangelou, Vivekananda Roy
Publication date: 29 January 2024
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.00829
Bayes factorMarkov chaincentral limit theoremmarginal likelihoodpolynomial ergodicityreverse logistic regression
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Centered parameterizations and dependence limitations in Markov random field models
- Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
- Empirical distributions in selection bias models
- Large sample theory of empirical distributions in biased sampling models
- Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
- Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos
- Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation
- Generalized multiple importance sampling
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Efficient estimation and prediction for the Bayesian binary spatial model with flexible link functions
- Safe and Effective Importance Sampling
- Estimating standard errors for importance sampling estimators with multiple Markov chains
- On a Likelihood Approach for Monte Carlo Integration
- A Theory of Statistical Models for Monte Carlo Integration
- Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
- Estimates and Standard Errors for Ratios Of Normalizing Constants from Multiple Markov Chains Via Regeneration
- On estimation in binary autologistic spatial models
- Two-Stage Importance Sampling With Mixture Proposals
This page was built for publication: Selection of Proposal Distributions for Multiple Importance Sampling