메뉴 건너뛰기




Volumn 99, Issue 468, 2004, Pages 1027-1036

On a likelihood approach for Monte Carlo integration

Author keywords

Bridge sampling; Control variate; Importance sampling; Stratified sampling

Indexed keywords


EID: 10844294119     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000001664     Document Type: Article
Times cited : (77)

References (16)
  • 2
    • 0003744737 scopus 로고
    • Estimating normalizing constants and reweighing mixtures in markov chain monte carlo
    • University of Minnesota, School of Statistics
    • Geyer, C. J. (1994), Estimating Normalizing Constants and Reweighing Mixtures in Markov Chain Monte Carlo, technical report, University of Minnesota, School of Statistics.
    • (1994) Technical Report
    • Geyer, C.J.1
  • 3
    • 0001301175 scopus 로고
    • Large sample theory of empirical distributions in biased sampling models
    • Gill, R., Vardi, Y., and Wellner, J. (1988), Large Sample Theory of Empirical Distributions in Biased Sampling Models, The Annals of Statistics, 16, 1069-1112.
    • (1988) The Annals of Statistics , vol.16 , pp. 1069-1112
    • Gill, R.1    Vardi, Y.2    Wellner, J.3
  • 4
    • 0042240906 scopus 로고    scopus 로고
    • Some new perspectives on the method of control variates
    • eds. K.-T. Fang, F. J. Hickernell, and H. Niederreiter, New York: Springer-Verlag
    • Glynn, P. W., and Szechtman, R. (2000), Some New Perspectives on the Method of Control Variates, in Monte Carlo and Quasi-Monte Carlo Methods, eds. K.-T. Fang, F. J. Hickernell, and H. Niederreiter, New York: Springer-Verlag, pp. 27-49.
    • (2000) Monte Carlo and Quasi-Monte Carlo Methods , pp. 27-49
    • Glynn, P.W.1    Szechtman, R.2
  • 6
    • 78649424388 scopus 로고
    • Weighted average importance sampling and defensive mixture distributions
    • Hesterberg, T. (1995), Weighted Average Importance Sampling and Defensive Mixture Distributions, Technometrics, 37, 185-194.
    • (1995) Technometrics , vol.37 , pp. 185-194
    • Hesterberg, T.1
  • 8
    • 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, Statistica Sinica, 6, 831-860.
    • (1996) Statistica Sinica , vol.6 , pp. 831-860
    • Meng, X.-L.1    Wong, W.H.2
  • 9
    • 21144480023 scopus 로고
    • Asymptotics for M-estimators defined by convex minimization
    • Niemiro, W. (1992), Asymptotics for M-Estimators Defined by Convex Minimization, The Annals of Statistics, 20, 1514-1533.
    • (1992) The Annals of Statistics , vol.20 , pp. 1514-1533
    • Niemiro, W.1
  • 12
    • 10844233545 scopus 로고    scopus 로고
    • Monte carlo integration with Markov Chain
    • Johns Hopkins University, Department of Biostatistics
    • Tan, Z. (2003a), Monte Carlo Integration With Markov Chain, working paper, Johns Hopkins University, Department of Biostatistics.
    • (2003) Working Paper
    • Tan, Z.1
  • 13
    • 10844233545 scopus 로고    scopus 로고
    • Monte carlo integration with acceptance-rejection
    • Johns Hopkins University, Department of Biostatistics
    • _ (2003b), Monte Carlo Integration With Acceptance-Rejection, working paper, Johns Hopkins University, Department of Biostatistics.
    • (2003) Working Paper
  • 15
    • 0001520376 scopus 로고
    • Empirical distributions in selection bias models
    • Vardi, Y (1985), Empirical Distributions in Selection Bias Models, The Annals of Statistics, 25, 178-203.
    • (1985) The Annals of Statistics , vol.25 , pp. 178-203
    • Vardi, Y.1
  • 16
    • 0029191761 scopus 로고
    • Optimally combining sampling techniques for monte carlo rendering
    • Reading, MA: Addison-Wesley
    • Veach, E. and Guibas, L. (1995), Optimally Combining Sampling Techniques for Monte Carlo Rendering, in SIGGRAPH'95 Conference Proceedings, Reading, MA: Addison-Wesley, pp. 419-428.
    • (1995) SIGGRAPH'95 Conference Proceedings , pp. 419-428
    • Veach, E.1    Guibas, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.