Bayesian computation for statistical models with intractable normalizing constants

DOI10.1214/11-BJPS174zbMath1298.62046arXiv0804.3152OpenAlexW2950155367MaRDI QIDQ470373

J. Herrera, Sumit K. Garg

Publication date: 12 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.3152

zbMATH Keywords

Monte Carlo methodsIsing modelBayesian inferenceadaptive Markov Chain Monte Carlodoubly-intractable distributions

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Bayesian indirect inference for models with intractable normalizing functions ⋮ ABC shadow algorithm: a tool for statistical analysis of spatial patterns ⋮ A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities ⋮ Large-scale estimation of random graph models with local dependence ⋮ An attraction–repulsion point process model for respiratory syncytial virus infections ⋮ Bayesian Variational Inference for Exponential Random Graph Models ⋮ Bayesian Inference in the Presence of Intractable Normalizing Functions ⋮ Bayesian Shrinkage for Functional Network Models, With Applications to Longitudinal Item Response Data ⋮ Stability of doubly-intractable distributions ⋮ Exponential-family models of random graphs: inference in finite, super and infinite population scenarios ⋮ Bayesian model selection for high-dimensional Ising models, with applications to educational data ⋮ Analysing exponential random graph (p-star) models with missing data using Bayesian data augmentation ⋮ On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods ⋮ Dynamic models of animal movement with spatial point process interactions ⋮ A Function Emulation Approach for Doubly Intractable Distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation and annealing for Gibbsian fields
• An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
• Parameter estimation in Markov random field image modeling with imperfect observations. A comparative study
• A Bayesian Reassessment of Nearest-Neighbor Classification
• Stability of Stochastic Approximation under Verifiable Conditions
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling