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~institution:"Institute for the Study of Labor (IZA)"
~institution:"Université Paris-Dauphine (Paris IX)"
~subject:"importance sampling"
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Locally Adaptive Function Esti...
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importance sampling
MCMC
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ABC
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goodness of fit
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motherhood
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Mcvinish, Ross
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Mengersen, Kerrie
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Nur, Darfiana
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Robert, Christian P.
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Institute for the Study of Labor (IZA)
Université Paris-Dauphine (Paris IX)
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Simulation in Statistics
Robert, Christian P.
-
Université Paris-Dauphine (Paris IX)
-
2011
statistical challenges and, in particular, recent advances in the areas of adaptive Markov chain Monte Carlo (
MCMC
) algorithms …
Persistent link: https://www.econbiz.de/10010707776
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Recentered importance sampling with applications to Bayesian model validation
Nur, Darfiana
;
Mengersen, Kerrie
;
Mcvinish, Ross
-
Université Paris-Dauphine (Paris IX)
-
2013
(
MCMC
) has found many applications. This paper examines problems associated with its application to repeated evaluation of …
Persistent link: https://www.econbiz.de/10010960512
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