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

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

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...

متن کامل

Estimating Ratios of Normalizing Constants Using Linked Importance Sampling

Abstract. Ratios of normalizing constants for two distributions are needed in both Bayesian statistics, where they are used to compare models, and in statistical physics, where they correspond to differences in free energy. Two approaches have long been used to estimate ratios of normalizing constants. The ‘simple importance sampling’ (SIS) or ‘free energy perturbation’ method uses a sample dra...

متن کامل

Calibrated path sampling and stepwise bridge sampling

A computational problem in many fields is to evaluate multiple integrals and expectations simultaneously. Consider probability distributions with unnormalized density functions indexed by parameters on a 2-dimensional grid, and assume that samples are simulated from distributions on a subgrid. Examples of such unnormalized density functions include the observed-data likelihoods in the presence ...

متن کامل

Computing Normalizing Constants for Finite Mixture Models via Incremental Mixture Importance Sampling (IMIS)

This article proposes a method for approximating integrated likelihoods in finite mixture models. We formulate the model in terms of the unobserved group memberships, z, and make them the variables of integration. The integral is then evaluated using importance sampling over the z. We propose an adaptive importance sampling function which is itself a mixture, with two types of component distrib...

متن کامل

Easy Computatioll of Bayes Factors arid Normalizing Constants for Mixture Models via Mixture Importance Sampling

vVe propose a method for approximating integrated likelihoods, or posterior normalizing constants, in finite mixture models, for which analytic approximations such as the Laplace method are invalid. Integrated likelihoods are key components of Bayes factors and of the posterior model probabilities used in Bayesian model averaging. The method starts by formulating the model in terms of the unobs...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Statistical Science

سال: 1998

ISSN: 0883-4237

DOI: 10.1214/ss/1028905934