Properties of the bridge sampler with a focus on splitting the MCMC sample
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DOI: 10.1007/s11222-019-09918-5
Abstract: Computation of normalizing constants is a fundamental mathematical problem in various disciplines, particularly in Bayesian model selection problems. A sampling-based technique known as bridge sampling (Meng and Wong in Stat Sin 6(4):831–860, 1996) has been… read more here.
Keywords: sample; bridge; bridge sampling; bridge sampler ... See more keywords