states and model variables, which is sparse and banded in many economic applications and allows for efficient sampling. The … existing literature on precision-based sampling is focused on complete-data applications, whereas the proposed samplers in this …

This paper compares two single-equation approaches from the recent nowcast literature: Mixed-data sampling (MIDAS …

enabling incorporation of neighboring structures and easy sampling schemes. Different sampling schemes are available and may be …

instance of precision-based sampling methods that operate on the inverse variance-covariance matrix of the states (also known … other instances of precision-based sampling, computational gains are considerable. Relevant applications include trend …