Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities

DOI10.1007/S11222-013-9384-6zbMATH Open1325.62153OpenAlexW2087822012MaRDI QIDQ892799FDOQ892799

Authors: Sooyoung Cheon, Faming Liang, Yuguo Chen, Kai Yu 

Publication date: 12 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-013-9384-6

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zbMATH Keywords

contingency tableMCMCimportance samplingexact inferencestochastic approximation Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Contingency tables (62H17) Stochastic approximation (62L20)

Cites Work

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Cited In (6)

• Exact inference in contingency tables via stochastic approximation Monte Carlo
• Generalized Poststratification and Importance Sampling for Subsampled Markov Chain Monte Carlo Estimation
• The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
• An overview of stochastic approximation Monte Carlo
• Exact test of goodness of fit for binomial distribution
• Hybrid schemes for exact conditional inference in discrete exponential families

Uses Software

• 4ti2

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