Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

DOI10.1214/ss/1028905934zbMath0966.65004OpenAlexW2013164703MaRDI QIDQ5926348

Publication date: 1998

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1028905934

zbMATH Keywords

numerical integration acceptance ratio method bridge sampling Hellinger distance importance sampling Jeffreys prior density Markov chain Monte Carlo method numerical examples path sampling Rao distance thermodynamic integration

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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