Properties of the bridge sampler with a focus on splitting the MCMC sample

DOI10.1007/s11222-019-09918-5zbMath1447.62014OpenAlexW3000642684MaRDI QIDQ2195825

Jonathan J. Forster, Jackie S. T. Wong, Peter W. F. Smith

Publication date: 27 August 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://repository.essex.ac.uk/26708/1/stat_comp_bridge_sampling_main.pdf

zbMATH Keywords

bridge samplingmethod of momentsnormalizing constantsBayesian applicationscorrelation-induced bias

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

Related Items

Improving bridge estimators via \(f\)-GAN

Uses Software

• WinBUGS
• BayesDA
• tsbridge
• bridgesampling
• GitHub
• R2OpenBUGS

Cites Work

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