Estimates and standard errors for ratios of normalizing constants from multiple Markov chains via regeneration
نویسندگان
چکیده
منابع مشابه
Estimates and Standard Errors for Ratios of Normalizing Constants from Multiple Markov Chains via Regeneration.
In the classical biased sampling problem, we have k densities π1(·), …, πk (·), each known up to a normalizing constant, i.e. for l = 1, …, k, πl (·) = νl (·)/ml , where νl (·) is a known function and ml is an unknown constant. For each l, we have an iid sample from πl ,·and the problem is to estimate the ratios ml/ms for all l and all s. This problem arises frequently in several situations in ...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2013
ISSN: 1369-7412
DOI: 10.1111/rssb.12049