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AMCMC: An R interface for adaptive MCMC

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  • Rosenthal, Jeffrey S.

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  • Rosenthal, Jeffrey S., 2007. "AMCMC: An R interface for adaptive MCMC," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5467-5470, August.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:5467-5470
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    Cited by:

    1. Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas, 2012. "Estimating discrete Markov models from various incomplete data schemes," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2609-2625.
    2. Gareth W. Peters & Pavel V. Shevchenko & Mario V. Wuthrich, 2009. "Model uncertainty in claims reserving within Tweedie's compound Poisson models," Papers 0904.1483, arXiv.org.
    3. Vihola, Matti, 2010. "Grapham: Graphical models with adaptive random walk Metropolis algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 49-54, January.
    4. Wim Linden & Hao Ren, 2015. "Optimal Bayesian Adaptive Design for Test-Item Calibration," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 263-288, June.
    5. Jasra, Ajay & Doucet, Arnaud & Stephens, David A. & Holmes, Christopher C., 2008. "Interacting sequential Monte Carlo samplers for trans-dimensional simulation," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1765-1791, January.

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