On the conjugacy of off-line and on-line Sequential Monte Carlo samplers
by Arnaud Dufays
| Year of publication: |
2014
|
|---|---|
| Authors: | Dufays, Arnaud |
| Publisher: |
Brussels : National Bank of Belgium |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Sequentialtest | Sequential test | Markov-Kette | Markov chain | Theorie | Theory |
Erscheint auch als (Online-Ausgabe):
Dufays, Arnaud. On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers. - Brussels : National Bank of Belgium, 2014. - 1 Online-Ressource (circa 46 Seiten)
Persistent link: https://www.econbiz.de/10010416851