An efficient proposal distribution for Metropolis–Hastings using a B-splines technique
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References listed on IDEAS
- S. Illeris & G. Akehurst, 2002. "Introduction," The Service Industries Journal, Taylor & Francis Journals, vol. 22(1), pages 1-3, January.
- Petris, Giovanni, 2010. "An R Package for Dynamic Linear Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 36(i12).
- Liang F. & Wong W.H., 2001. "Real-Parameter Evolutionary Monte Carlo With Applications to Bayesian Mixture Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 653-666, June.
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- Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino, 2013. "Adaptive Sticky Generalized Metropolis," Working Papers 2013:19, Department of Economics, University of Venice "Ca' Foscari".
- Aur'elien Hazan, 2017. "Stock-flow consistent macroeconomic model with nonuniform distributional constraint," Papers 1708.00645, arXiv.org.
More about this item
KeywordsEfficient proposal distribution; Metropolis–Hastings algorithm; B-splines; Gibbs sampling; Markov Chain Monte Carlo;
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