메뉴 건너뛰기




Volumn 9, Issue 4, 1999, Pages 1202-1225

Importance sampling for families of distributions

Author keywords

Importance sampling; Ising model; Markov chain Monte Carlo; Metropolis algorithm; Simulated tempering; Spectral gap

Indexed keywords


EID: 0033269352     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1029962870     Document Type: Review
Times cited : (36)

References (42)
  • 1
    • 70350338835 scopus 로고
    • Gibbs sampling
    • C. R. Rao ed. North-Holland, Amsterdam
    • ARNOLD, S. F. (1993). Gibbs Sampling. In Handbook of Statistics (C. R. Rao ed.) 10 North-Holland, Amsterdam.
    • (1993) Handbook of Statistics , vol.10
    • Arnold, S.F.1
  • 2
    • 5244304444 scopus 로고
    • Efficient estimation of free energy differences from Monte Carlo data
    • BENNETT, C. H. (1976). Efficient estimation of free energy differences from Monte Carlo data. J. Comput. Phys. 22 245-268.
    • (1976) J. Comput. Phys. , vol.22 , pp. 245-268
    • Bennett, C.H.1
  • 3
    • 0000106469 scopus 로고
    • Multicanonical algorithms for first order phase transitions
    • BERG, B. A. and NEUHAUS, T. (1991). Multicanonical algorithms for first order phase transitions. Phys. Lett. B 267 249-253.
    • (1991) Phys. Lett. B , vol.267 , pp. 249-253
    • Berg, B.A.1    Neuhaus, T.2
  • 4
    • 0000103562 scopus 로고
    • Spatial statistics and Bayesian computation
    • BESAG, J. and GREEN, P. J. (1993). Spatial statistics and Bayesian computation. J. Roy. Statist. Soc. Ser. B 55 25-37.
    • (1993) J. Roy. Statist. Soc. Ser. B , vol.55 , pp. 25-37
    • Besag, J.1    Green, P.J.2
  • 7
    • 0002519625 scopus 로고
    • Nonlocal Monte Carlo algorithm for self-avoiding walks with fixed endpoints
    • CARACCIOLO, S., PELISSETTO, A. and SOKAL, A. D. (1990). Nonlocal Monte Carlo algorithm for self-avoiding walks with fixed endpoints. J. Statist. Phys. 60 1-53.
    • (1990) J. Statist. Phys. , vol.60 , pp. 1-53
    • Caracciolo, S.1    Pelissetto, A.2    Sokal, A.D.3
  • 8
    • 0000576596 scopus 로고
    • Discussion of "Markov chains for exploring posterior distributions" by L. Tierney
    • CHAN, K. S. and GEYER, C. J. (1994). Discussion of "Markov chains for exploring posterior distributions" by L. Tierney. Ann. Statist. 22 1747-1758.
    • (1994) Ann. Statist. , vol.22 , pp. 1747-1758
    • Chan, K.S.1    Geyer, C.J.2
  • 9
    • 0030487036 scopus 로고    scopus 로고
    • Logarithmic Sobolev inequalities for finite Markov chains
    • DIACONIS, P. and SALOFF-COSTE, L. (1996). Logarithmic Sobolev inequalities for finite Markov chains. Ann. Appl. Probab. 6 695-750.
    • (1996) Ann. Appl. Probab. , vol.6 , pp. 695-750
    • Diaconis, P.1    Saloff-Coste, L.2
  • 10
    • 0002740591 scopus 로고
    • Geometric bounds for eigenvalues of Markov chains
    • DIACONIS, P. and STROOCK, D. (1991). Geometric bounds for eigenvalues of Markov chains. Ann. Appl. Probab. 1 36-61.
    • (1991) Ann. Appl. Probab. , vol.1 , pp. 36-61
    • Diaconis, P.1    Stroock, D.2
  • 13
    • 84972543992 scopus 로고
    • Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
    • EVANS, M. and SWARTZ, T. (1995). Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems. Statist. Sci. 10 254-272.
    • (1995) Statist. Sci. , vol.10 , pp. 254-272
    • Evans, M.1    Swartz, T.2
  • 15
    • 4243819810 scopus 로고
    • New Monte Carlo technique for studying phase transitions
    • FERRENBERG, A. M. and SWENDSEN, R. H. (1988). New Monte Carlo technique for studying phase transitions. Phys. Rev. Lett. 61 2635-2638.
    • (1988) Phys. Rev. Lett. , vol.61 , pp. 2635-2638
    • Ferrenberg, A.M.1    Swendsen, R.H.2
  • 18
    • 84950437936 scopus 로고
    • Annealing Markov chain Monte Carlo with applications to ancestral inference
    • GEYER, C. J. and THOMPSON, E. A. (1995). Annealing Markov chain Monte Carlo with applications to ancestral inference. J. Amer. Statist. Assoc. 90 909-920.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 909-920
    • Geyer, C.J.1    Thompson, E.A.2
  • 20
    • 0002351356 scopus 로고
    • Decay of correlations in classical lattice models at high temperature
    • GROSS, L. (1979). Decay of correlations in classical lattice models at high temperature. Comm. Math. Phys. 68 9-27.
    • (1979) Comm. Math. Phys. , vol.68 , pp. 9-27
    • Gross, L.1
  • 21
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • HASTINGS, W. K. (1970). Monte Carlo sampling methods using Markov chains and their applications. Biometrika 57 97-109.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 22
    • 0039176366 scopus 로고    scopus 로고
    • Monte Carlo study of the θ-point for collapsing trees
    • JANSE VAN RENSBURG, E. J. and MADRAS, N. (1997). Monte Carlo study of the θ-point for collapsing trees. J. Statist. Phys. 86 1-36.
    • (1997) J. Statist. Phys. , vol.86 , pp. 1-36
    • Janse van Rensburg, E.J.1    Madras, N.2
  • 23
    • 34250130646 scopus 로고
    • Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
    • KIPNIS, C. and VARADHAN, S. R. S. (1986). Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions. Comm. Math. Phys. 104 1-19.
    • (1986) Comm. Math. Phys. , vol.104 , pp. 1-19
    • Kipnis, C.1    Varadhan, S.R.S.2
  • 24
    • 0001789822 scopus 로고
    • A covariance structure of the Gibbs sampler with applications to the comparison of estimators and augmentation schemes
    • LIU, J., WONG, W. H. and KONG, A. (1994). A covariance structure of the Gibbs sampler with applications to the comparison of estimators and augmentation schemes. Biometrika 81 27-40.
    • (1994) Biometrika , vol.81 , pp. 27-40
    • Liu, J.1    Wong, W.H.2    Kong, A.3
  • 26
    • 33644899039 scopus 로고
    • Simulated tempering: A new Monte Carlo scheme
    • MARINARI, E. and PARISI, G. (1992). Simulated tempering: a new Monte Carlo scheme. Europhys. Lett. 19 451-458.
    • (1992) Europhys. Lett. , vol.19 , pp. 451-458
    • Marinari, E.1    Parisi, G.2
  • 27
    • 21444451325 scopus 로고    scopus 로고
    • Simulating ratios of normalizing constants via a simple identity: A theoretical explanation
    • MENG, X. L. and WONG, W. H. (1996). Simulating ratios of normalizing constants via a simple identity: a theoretical explanation. Statist. Sinica 6 831-860.
    • (1996) Statist. Sinica , vol.6 , pp. 831-860
    • Meng, X.L.1    Wong, W.H.2
  • 30
    • 21444452127 scopus 로고    scopus 로고
    • Sampling from multimodal distributions using tempered transitions
    • NEAL, R. (1996). Sampling from multimodal distributions using tempered transitions. Statist. Comput. 6 353-366.
    • (1996) Statist. Comput. , vol.6 , pp. 353-366
    • Neal, R.1
  • 31
    • 0015730787 scopus 로고
    • Optimum Monte Carlo sampling using Markov chains
    • PESKUN, P. (1973). Optimum Monte Carlo sampling using Markov chains. Biometrika 60 607-612.
    • (1973) Biometrika , vol.60 , pp. 607-612
    • Peskun, P.1
  • 34
    • 0003053548 scopus 로고
    • Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods
    • SMITH, A. F. M. and ROBERTS, G. O. (1993). Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods (with discussion). J. Roy Statist. Soc. Ser. B 55 3-23.
    • (1993) J. Roy Statist. Soc. Ser. B , vol.55 , pp. 3-23
    • Smith, A.F.M.1    Roberts, G.O.2
  • 35
    • 0003528784 scopus 로고
    • Monte Carlo methods in statistical mechanics: Foundations and new algorithms
    • Lausanne, June 1989. Unpublished manuscript
    • SOKAL, A. D. (1989). Monte Carlo methods in statistical mechanics: Foundations and new algorithms. Lecture notes: Cours de Troisième Cycle de la Physique en Suisse Romande (Lausanne, June 1989). Unpublished manuscript
    • (1989) Lecture Notes: Cours de Troisième Cycle de la Physique en Suisse Romande
    • Sokal, A.D.1
  • 36
    • 0040524078 scopus 로고
    • Histogram methods for Monte Carlo data analysis
    • D. P. Landau, K. K. Man and H. B. Schüttler, eds. Springer, Berlin
    • SWENDSEN, R. H. and FERRENBERG, A. M. (1990). Histogram methods for Monte Carlo data analysis. In Computer Studies in Condensed Matter Physics II (D. P. Landau, K. K. Man and H. B. Schüttler, eds.) 179-183. Springer, Berlin.
    • (1990) Computer Studies in Condensed Matter Physics II , pp. 179-183
    • Swendsen, R.H.1    Ferrenberg, A.M.2
  • 39
    • 0032382065 scopus 로고    scopus 로고
    • A note on Metropolis-Hastings kernels for general state spaces
    • TIERNEY, L. (1998). A note on Metropolis-Hastings kernels for general state spaces. Ann. Appl. Probab. 8 1-9.
    • (1998) Ann. Appl. Probab. , vol.8 , pp. 1-9
    • Tierney, L.1
  • 40
    • 0342929614 scopus 로고
    • Nonphysical sampling distributions in Monte Carlo free energy estimation: Umbrella sampling
    • TORRIE, G. M. and VALLEAU, J. P. (1977). Nonphysical sampling distributions in Monte Carlo free energy estimation: Umbrella sampling. J. Comput. Phys. 23 187-199.
    • (1977) J. Comput. Phys. , vol.23 , pp. 187-199
    • Torrie, G.M.1    Valleau, J.P.2
  • 41
    • 0010517185 scopus 로고
    • Conditional Monte Carlo for normal samples
    • H. A. Meyer, ed. Wiley, New York
    • TROTTER, H. F. and TUKEY, J. W. (1956). Conditional Monte Carlo for normal samples. In Symposium on Monte Carlo Methods (H. A. Meyer, ed.) 64-79. Wiley, New York.
    • (1956) Symposium on Monte Carlo Methods , pp. 64-79
    • Trotter, H.F.1    Tukey, J.W.2
  • 42
    • 0001246808 scopus 로고
    • Density-scaling: A new Monte Carlo technique in statistical mechanics
    • VALLEAU, J. P. (1991). Density-scaling: a new Monte Carlo technique in statistical mechanics. J. Comput. Phys. 96 193-216.
    • (1991) J. Comput. Phys. , vol.96 , pp. 193-216
    • Valleau, J.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.