Selection of importance weights for monte carlo estimation of normalizing constants

DOI10.1080/03610919908813559zbMath1063.65516OpenAlexW2086997029MaRDI QIDQ4266855

Alessandro Ramponi, Mauro Piccioni, Giovanni Jona-Lasinio

Publication date: 1999

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919908813559

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

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• Markov chains for exploring posterior distributions. (With discussion)
• Practical Markov Chain Monte Carlo
• Adaptive importance sampling in monte carlo integration
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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