by
Valen E. Johnson

Citations: | 5 - 0 self |

@TECHREPORT{Johnson99posteriordistributions,

author = {Valen E. Johnson},

title = {Posterior Distributions on Normalizing Constants},

institution = {},

year = {1999}

}

This article describes a procedure for defining 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. Keywords: Marginal likelihood, partition function, Markov chain Monte Carlo, Ising model, fl coupling. 1 Introduction This article describes a simulation-based method for computing a posterior distribution on either a single normalizing constant or a ratio of normalizing constants. The method relies on a coupling argument to define two sequences of Bernoulli random variables whose success probabilities, given the true values of the normalizing constants, are...

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