Sampling-Based Approaches to Calculating Marginal Densities is a research paper published in Journal of the American Statistical Association (1990). On theSindex it has a DataRank of 1.3. It has been cited 6,665 times.
Abstract Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions. The three approaches will be reviewed, compared, and contrasted in relation to various joint probability structures frequently encountered in applications. In particular, the relevance of the approaches to calculating Bayesian posterior densities for a variety of structured models will be discussed and illustrated.
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Base Score Contribution
1.3
From this paper's citation signal
Citation Network Contribution
0
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This paper's DataRank is currently driven only by its base citation score. Citation network data was not refreshed for this result.
Learn more about DataRank methodology →DataRank blends this paper's own citation count with the influence of the papers that cite it. Here, roughly 100% comes from its base citations and 0% from the citation network.
Citers are pulled from OpenAlex sorted by cited_by_count:descand capped per paper, so when the cap binds we keep the highest-signal references and the score is reproducible across reruns.