Target Density Normalization for Markov Chain Monte Carlo Algorithms
作者： Chang Liu , Allen Caldwell
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摘要: Techniques for evaluating the normalization integral of target density Markov Chain Monte Carlo algorithms are described and tested numerically. It is assumed that algorithm has converged to distribution produced a set samples from density. These used evaluate sample mean, harmonic mean Laplace calculation A clear preference applied reduced support region found, guidelines given implementation.
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harvard.edu参考文章(10)
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