van Dijk, Herman K.; Hoogerheide, Hoogerheide, L.F. - Faculteit der Economische Wetenschappen, Erasmus … - 2007
In this paper we show some further experiments with neural network sampling, a class of sampling methods that make use of neural network approximations to (posterior) densities, introduced by Hoogerheide et al. (2007). We consider a method where a mixture of Student's t densities, which can be...