Importance sampling for Gibbs random fields

DOI10.1214/AOAP/1177005372zbMath0780.60047OpenAlexW1989477331MaRDI QIDQ1308711

Paolo Baldi, Arnoldo Frigessi, Mauro Piccioni

Publication date: 15 December 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005372

zbMATH Keywords

Markov chainsinteraction potentialGibbs random fieldsvariance reduction techniques

Mathematics Subject Classification ID

Random fields (60G60) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Large deviations (60F10)

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