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Mixture models, latent variables and partitioned importance sampling
Casella, George; Robert, Christian P.; Wells, Martin T. - 2000
Persistent link: https://www.econbiz.de/10001470588
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Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.; Frazier, David T.; Robert, Christian P. - 2020
Persistent link: https://www.econbiz.de/10012607643
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Updating variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2020
Persistent link: https://www.econbiz.de/10012608357
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Updating Variational Bayes : fast sequential posterior inference
Tomasetti, Nathaniel; Forbes, Catherine Scipione; … - 2019
Persistent link: https://www.econbiz.de/10012592824
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The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models
Grothe, Oliver - 2017
Monte Carlo (MC) approximation of the standard Gibbs procedure which uses sequential MC (SMC) importance sampling inside the … generic and easily implementable SMC approach known as Particle Efficient Importance Sampling (PEIS). By using SMC importance … sampling densities which are approximately fully globally adapted to the targeted density of the states, PEIS can substantially …
Persistent link: https://www.econbiz.de/10012970355
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Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime; Tomari, Masashi; Uno, Shohei - In: Applied economics letters 28 (2021) 6, pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
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Bayesian estimation and prediction based on Rayleigh record data with applications
Abu Awwad, Raed R.; Bdair, Omar M.; Abufoudeh, Ghassan K. - In: Statistics in transition : an international journal of … 22 (2021) 3, pp. 59-79
Based on a record sample from the Rayleigh model, we consider the problem of estimating the scale and location parameters of the model and predicting the future unobserved record data. Maximum likelihood and Bayesian approaches under different loss functions are used to estimate the model's...
Persistent link: https://www.econbiz.de/10012655797
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A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model
Chen, Haotian; Smyth, Russell; Zhang, Xibin - In: Energy economics 67 (2017), pp. 346-354
Persistent link: https://www.econbiz.de/10011897930
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Importance sampling from posterior distributions using copula-like approximations
Dellaportas, Petros; Tsionas, Efthymios G. - In: Journal of econometrics 210 (2019) 1, pp. 45-57
Persistent link: https://www.econbiz.de/10012303370
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Fast, approximate MCMC for Bayesian analysis of large data sets : a design based approach
Kaeding, Matthias - 2016
. The subsample is taken via the cube method, a balanced sampling design, which is defined by the property that the sample … dass dieser nicht gespeichert werden muss. Die Stichprobe wird via cube sampling, einem balanciertem Stichprobendesign …
Persistent link: https://www.econbiz.de/10011566817