Estimating standard errors for importance sampling estimators with multiple Markov chains

DOI10.5705/ss.202016.0378zbMath1390.62134arXiv1509.06310OpenAlexW2964281105MaRDI QIDQ4639593

James M. Flegal, Vivekananda Roy, Aixin Tan

Publication date: 9 May 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.06310

zbMATH Keywords

Markov chain Monte CarloBayes factorspolynomial ergodicityratios of normalizing constantsreverse logistic estimator

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items

Weighted batch means estimators in Markov chain Monte Carlo, Selection of Proposal Distributions for Multiple Importance Sampling

Uses Software

• geoBayes
• ppls