Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Thomas Lux
| Year of publication: |
2022
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|---|---|
| Authors: | Lux, Thomas |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 2, p. 451-477
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| Subject: | Agents-based models | Makov chain Monte Carlo | Particle filter | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Agentenbasierte Modellierung | Agent-based modeling | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Simulation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10155-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380785