Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling
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More about this item
Keywords
Markov chain Monte Carlo; importance sampling; neural networks; Bayesian inference;JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2004-08-16 (All new papers)
- NEP-CMP-2004-08-16 (Computational Economics)
- NEP-ECM-2004-08-16 (Econometrics)
- NEP-ETS-2004-08-16 (Econometric Time Series)
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