Calibrated path sampling and stepwise bridge sampling

DOI10.1016/J.JSPI.2012.10.001zbMath1427.60159OpenAlexW1991458893MaRDI QIDQ1931357

Zhiqiang Tan

Publication date: 25 January 2013

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.10.001

zbMATH Keywords

bridge samplingpath samplingMarkov chain Monte Carlosequential Monte Carlotrapezoidal rulenormalizing constantcontrol variatebiquadratic interpolation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

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