A cluster-sample approach for Monte Carlo integration using multiple samplers

DOI10.1002/cjs.11147zbMath1273.62075OpenAlexW2006148284MaRDI QIDQ2852558

Zhiqiang Tan

Publication date: 9 October 2013

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11147

zbMATH Keywords

bridge samplingimportance samplingpath samplingMarkov chain Monte Carlonormalizing constantcontrol variate

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications of statistics to physics (62P35)

Uses Software

• QSIMVN

Cites Work

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