Bridge estimation, as described by Meng and Wong in 1996, is used to estimate the value taken by a probability density at a point in the state space. When the normalisation of the prior density is known, this value may be used to estimate a Bayes factor. It is shown that the multi-block...

In this paper we study the Metropolis algorithm in connection with two mean–field spin systems, the so called mean–field Ising model and the Blume–Emery–Griffiths model. In both this examples the naive choice of proposal chain gives rise, for some parameters, to a slowly mixing...