Simulating normalizing constants: from importance sampling to bridge sampling to path sampling
نویسندگان
چکیده
منابع مشابه
Simulating Normalizing Constants: From Importance Sampling to Bridge Sampling to Path Sampling
Computing (ratios of) normalizing constants of probability models is a fundamental computational problem for many statistical and scientific studies. Monte Carlo simulation is an effective technique, especially with complex and high-dimensional models. This paper aims to bring to the attention of general statistical audiences of some effective methods originating from theoretical physics and at...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 1998
ISSN: 0883-4237
DOI: 10.1214/ss/1028905934