Partition-weighted Monte Carlo estimation

DOI10.1023/A:1022426103047zbMath1012.62024OpenAlexW1599721850MaRDI QIDQ1868294

Ming-Hui Chen, Qui-Man Shao

Publication date: 27 April 2003

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022426103047

zbMATH Keywords

simulationimportance samplingMarkov chain Monte Carloposterior distributionBayesian computation

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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