Giordani, Paolo (contributor); Kohn, Robert (contributor); … - 2005
cient implementation of
Markov Chain Monte Carlo sampling schemes for such linear dynamic mixture mod-
els. The general …, Gerlach, Carter and Kohn (2000) propose
a statistically e cient Markov Chain Monte Carlo sampling scheme and show how to … implementation of the required Markov Chain
Monte Carlo sampling scheme that converges rapidly to the posterior distribution.
The …