To bridge, to warp or to wrap? A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Year of publication: |
2009
|
---|---|
Authors: | Ardia, David ; Hoogerheide, Lennart ; Dijk, Herman K. van |
Publisher: |
Amsterdam [u.a.] |
Subject: | Bayesian posterior analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Stichprobenerhebung | Sampling | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Algorithmus | Algorithm | Theorie | Theory |
-
Ardia, David, (2009)
-
Joint Bayesian analysis of parameters and states in nonlinear, non-Gaussian state space models
Barra, István, (2014)
-
Ardia, David, (2015)
- More ...
-
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
Ardia, David, (2012)
-
Ardia, David, (2009)
-
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David, (2010)
- More ...