Interacting multiple -- Try algorithms with different proposal distributions
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016.
"Efficient Gibbs sampling for Markov switching GARCH models,"
Computational Statistics & Data Analysis,
Elsevier, vol. 100(C), pages 37-57.
- Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012. "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers 2012:35, Department of Economics, University of Venice "Ca' Foscari".
- 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".
- Luca Martino & Jesse Read, 2013. "On the flexibility of the design of multiple try Metropolis schemes," Computational Statistics, Springer, vol. 28(6), pages 2797-2823, December.
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KeywordsInteracting Monte Carlo;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-16 (All new papers)
- NEP-CMP-2011-04-16 (Computational Economics)
- NEP-ECM-2011-04-16 (Econometrics)
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