Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
From MaRDI portal
Publication:892799
Recommendations
- Exact inference in contingency tables via stochastic approximation Monte Carlo
- Sequential Monte Carlo Methods for Statistical Analysis of Tables
- On the use of stochastic approximation Monte Carlo for Monte Carlo integration
- scientific article; zbMATH DE number 2223034
- An importance sampling algorithm for exact conditional tests in log-linear models
Cites work
- scientific article; zbMATH DE number 1817585 (Why is no real title available?)
- scientific article; zbMATH DE number 4211299 (Why is no real title available?)
- scientific article; zbMATH DE number 108068 (Why is no real title available?)
- scientific article; zbMATH DE number 1077726 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- A Generalized Wang–Landau Algorithm for Monte Carlo Computation
- A Stochastic Approximation Method
- A network algorithm for the exact treatment of the 2×k contingency table
- A polynomial-time approximation algorithm for the permanent of a matrix with nonnegative entries.
- A theory on flat histogram Monte Carlo algorithms
- Algebraic algorithms for sampling from conditional distributions
- An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
- An importance sampling algorithm for exact conditional tests in log-linear models
- Computing p-values in conditional independence models for a contingency table
- Convergence of the Wang-Landau algorithm
- Data-swapping: A technique for disclosure control
- Dynamically Weighted Importance Sampling in Monte Carlo Computation
- Efficient importance sampling for binary contingency tables
- Equation of state calculations by fast computing machines
- Extending the linear model with R. Generalized linear, mixed effects and nonparametric regression models.
- Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems
- Markov bases for decomposable graphical models
- Markov bases of three-way tables are arbitrarily complicated
- Monte Carlo sampling methods using Markov chains and their applications
- On the use of stochastic approximation Monte Carlo for Monte Carlo integration
- Sampling binary contingency tables with a greedy start
- Sampling large tables with constraints
- Sequential Monte Carlo Methods for Statistical Analysis of Tables
- Sequential Monte Carlo Samplers
- Sequential importance sampling for multiway tables
- Simulation and the Monte Carlo Method
- Stability of Stochastic Approximation under Verifiable Conditions
- Stochastic Approximation in Monte Carlo Computation
- Stochastic approximation and its applications
- The Wang-Landau algorithm in general state spaces: applications and convergence analysis
- The Wang-Landau algorithm reaches the flat histogram criterion in finite time
- Trajectory averaging for stochastic approximation MCMC algorithms
Cited in
(6)- An overview of stochastic approximation Monte Carlo
- Exact inference in contingency tables via stochastic approximation Monte Carlo
- Hybrid schemes for exact conditional inference in discrete exponential families
- Exact test of goodness of fit for binomial distribution
- Generalized Poststratification and Importance Sampling for Subsampled Markov Chain Monte Carlo Estimation
- The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
This page was built for publication: Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q892799)
