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

bridge samplingGaussian mixtureMonte Carlo integrationnormalizing constantsstochastic transformationWang-Landau algorithm

Mathematics Subject Classification ID

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

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Cites work

• A Generalized Wang–Landau Algorithm for Monte Carlo Computation
• A Theory for Dynamic Weighting in Monte Carlo Computation
• A Theory of Statistical Models for Monte Carlo Integration
• A tutorial on bridge sampling
• Bayes Factors
• Calibrated path sampling and stepwise bridge sampling
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Dynamic weighting in Monte Carlo and optimization
• Equi-energy sampler with applications in statistical inference and statistical mechanics
• Estimating the components of a mixture of normal distributions
• Generalized multiple importance sampling
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• Inference for multivariate normal mixtures
• Inference for normal mixtures in mean and variance
• Layered adaptive importance sampling
• Marginal Likelihood from the Gibbs Output
• Marginal Likelihood From the Metropolis–Hastings Output
• Monte Carlo methods in Bayesian computation
• Nonlinear Bayesian estimation using Gaussian sum approximations
• On a Likelihood Approach for Monte Carlo Integration
• Safe and Effective Importance Sampling
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Stochastic Approximation in Monte Carlo Computation
• The Wang-Landau algorithm reaches the flat histogram criterion in finite time
• Weighted Average Importance Sampling and Defensive Mixture Distributions

Cited in

(6)

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• 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
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• Estimation of ratios of normalizing constants using stochastic approximation: the SARIS algorithm
• Longitudinal quantile-based regression models using multivariate asymmetric heavy-tailed distributions and leapfrog HMC algorithm

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