Warp Bridge Sampling
By Xiao-Li Meng, S. Schilling. 2002
139 citations recorded by the source corpus.
Subfields: Statistical and Nonlinear Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/97072be6b9bb9cedf8dfe70d88e8b19cdca87026
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistical and Nonlinear Physics
- Art B. Owen
- Youssef M. Marzouk
- Radford M. Neal
- Christiane Lemieux
- Matthew D. Parno
- Tarek Moselhy
- Alessio Spantini
- Paul-Christian Burkner
In Statistics and Probability
- Christiane Lemieux
- Paul-Christian Burkner
- Youssef M. Marzouk
- Matthew D. Parno
- Tarek Moselhy
- Alessio Spantini
- Art B. Owen
- Fred J. Hickernell
Citations in the corpus
- An introduction to sampling via measure transport (2016, background): “[56] introduces several deterministic and/or stochastic transformations to increase the overlap of the two densities—by translating, scaling, and even symmetrizing them.”
- Control variates for quasi-Monte Carlo (2005, background): “(2.2) Note that in common IS settings, as in HLO,c2 is chosen to be 1 and thusr = c1, but in more general settings ratios are of interest; see Meng and Schilling (2002) for a recent discussion of this issue.”
- Bayesian Item Response Modeling in R with brms and Stan (2019, methodology): “In brms, this is realized via bridge sampling (Meng and Wong 1996; Meng and Schilling 2002) as implemented in the bridgesampling package (Gronau et al.”
- MCMC Using Hamiltonian Dynamics (2011, background): “which involves the unknown ratio of two normalizing constants, Cθ/Cθ′, a problem which occurs in many areas (see for example [29], [11], and [28]).”