Markov chain sampling schemes generate dependent observations {Θ i, 0 ≤ i ≤ n} from a full joint posterior distribution π(θ∣data). Frequently, only certain marginals of this full posterior density are ...
Faming Liang, Continuous Contour Monte Carlo for Marginal Density Estimation with an Application to a Spatial Statistical Model, Journal of Computational and Graphical Statistics, Vol. 16, No. 3 (Sep.