Winschel, Viktor (contributor); Krätzig, Markus (contributor) - 2008
parallel extension improves the global maximization property of the algorithm, simplifies the choice of the innovation … maximization
property of the algorithm, simplifles the choice of the innovation variances,
allows for unbiased convergence … properties of the Metropolis-Hastings algorithm and
simplifles the choice of the innovation variances since it efiectively …