Posterior Distributions on Normalizing Constants
نویسنده
چکیده
This article describes a procedure for deening a posterior distribution on the value of a normalizing constant or ratio of normalizing constants using output from Monte Carlo simulation experiments. The resulting posterior distribution provides a simple diagnostic for assessing the adequacy of a simulation experiment for estimating these quantities, and is particularly useful in cases for which standard estimators perform poorly, since in such situations asymptotic properties of standard diagnostics are unlikely to hold.
منابع مشابه
An Adaptive Exchange Algorithm for Sampling from Distributions with Intractable Normalizing Constants
An Adaptive Exchange Algorithm for Sampling from Distributions with Intractable Normalizing Constants Faming Liang, Ick Hoon Jin, Qifan Song & Jun S. Liu To cite this article: Faming Liang, Ick Hoon Jin, Qifan Song & Jun S. Liu (2015): An Adaptive Exchange Algorithm for Sampling from Distributions with Intractable Normalizing Constants, Journal of the American Statistical Association, DOI: 10.1...
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