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Volumn 17, Issue 2, 2008, Pages 333-351

Improved estimation of normalizing constants from Markov Chain Monte Carlo output

Author keywords

Bridge sampling; Latent variable; Marginal likelihood; Mixture model; Moving block bootstrap; State space

Indexed keywords


EID: 46849106502     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186008X320258     Document Type: Article
Times cited : (10)

References (12)
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  • 4
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    • Monte Carlo State-Space Likelihoods by Weighted Posterior Lernel Density Estimation
    • de Valpine, P. (2004), "Monte Carlo State-Space Likelihoods by Weighted Posterior Lernel Density Estimation," Journal of the American Statistical Association, 99, 523-536.
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  • 5
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    • Estimation and Optimization of Functions
    • eds. W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, New York: Chapman & Hall/CRC, pp
    • Geyer, C. J. (1996), "Estimation and Optimization of Functions," in Markov Chain Monte Carlo in Practice, eds. W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, New York: Chapman & Hall/CRC, pp. 241-258.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 241-258
    • Geyer, C.J.1
  • 6
    • 0004694060 scopus 로고    scopus 로고
    • Approximating and Maximising the Likelihood for a General State-Space Model
    • eds. A. Doucet, N. De Freitas, and N. Gordon, New York: Springer-Verlag, pp
    • Hürzeler, M., and Künsch, H. R. (2001), "Approximating and Maximising the Likelihood for a General State-Space Model," in Sequential Monte Carlo Methods in Practice, eds. A. Doucet, N. De Freitas, and N. Gordon, New York: Springer-Verlag, pp. 159-175.
    • (2001) Sequential Monte Carlo Methods in Practice , pp. 159-175
    • Hürzeler, M.1    Künsch, H.R.2
  • 7
    • 0000181737 scopus 로고
    • The Jackknife and the Bootstrap for General Stationary Observations
    • Künsch, H. R. (1989), "The Jackknife and the Bootstrap for General Stationary Observations," The Annals of Statistics, 17, 1217-1241.
    • (1989) The Annals of Statistics , vol.17 , pp. 1217-1241
    • Künsch, H.R.1
  • 8
    • 21444451325 scopus 로고    scopus 로고
    • Simulating Ratios of Normalizing Constants via a Simple Identity: A Theoretical Exploration
    • Meng, X. L., and Wong, W. H. (1996), "Simulating Ratios of Normalizing Constants via a Simple Identity: A Theoretical Exploration," Statistica Sinica, 6, 831-860.
    • (1996) Statistica Sinica , vol.6 , pp. 831-860
    • Meng, X.L.1    Wong, W.H.2
  • 9
    • 0035419752 scopus 로고    scopus 로고
    • Markov Chain Monte Carlo in Statistical Mechanics: The Problem of Accuracy
    • Mignani, S., and Rosa, R. (2001), "Markov Chain Monte Carlo in Statistical Mechanics: The Problem of Accuracy," Technometrics, 43, 347-355.
    • (2001) Technometrics , vol.43 , pp. 347-355
    • Mignani, S.1    Rosa, R.2
  • 10
    • 3142761519 scopus 로고    scopus 로고
    • Bridge Estimation of the Probability Density at a Point
    • Mira, A., and Nicholls, G. (2004), "Bridge Estimation of the Probability Density at a Point," Statistica Sinica, 14, 603-612.
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    • Mira, A.1    Nicholls, G.2
  • 12
    • 84950432017 scopus 로고
    • A Monte-Carlo Implementation of the EM Algorithm and the Poor Man's Data Augmentation Algorithms
    • Wei, G. C. G., and Tanner, M. A. (1990), "A Monte-Carlo Implementation of the EM Algorithm and the Poor Man's Data Augmentation Algorithms," Journal of the American Statistical Association, 85, 699-704.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 699-704
    • Wei, G.C.G.1    Tanner, M.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.