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Note on neural network sampling for Bayesian inference of mixture processes
Hoogerheide, Lennart F. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003484078
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A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - 2011
Persistent link: https://www.econbiz.de/10008809885
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10003516747
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To bridge, to warp or to wrap? A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009
Persistent link: https://www.econbiz.de/10003813789
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To bridge, to warp or to wrap? : a comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David; Hoogerheide, Lennart; Dijk, Herman K. van - 2009
importance sampling or the independence chain Metropolis-Hastings algorithm for posterior analysis. A comparative analysis is … appropriately yet quickly tuned candidate, straightforward importance sampling provides the most efficient estimator of the marginal …
Persistent link: https://www.econbiz.de/10011377602
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A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David; Basturk, Nalan; Hoogerheide, Lennart; … - 2010
quickly tuned adaptive candidate, straightforward importance sampling provides a computationally efficient estimator of the …
Persistent link: https://www.econbiz.de/10011380802
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Adaptive polar sampling : a new MC technique for the analysis of ill-behaved surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1998 - August 25, 1998, rev. B
Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target …
Persistent link: https://www.econbiz.de/10011299991
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill …
Persistent link: https://www.econbiz.de/10011302625
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The R-package MitISEM : efficient and robust simulation procedures for Bayesian inference
Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2015
Persistent link: https://www.econbiz.de/10011326076