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  • Search: subject:"Optimal acceptance rate"
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Year of publication
Subject
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DSGE models 2 Metropolis-Hastings 2 Optimal acceptance rate 2 Parallel Computing 2 Prefetching 2 Algorithmus 1 Bayes-Statistik 1 Dynamisches Gleichgewicht 1 Markov Chain Monte Carlo (MCMC) 1 Mathematische Optimierung 1 Theorie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Strid, Ingvar 2
Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1
Published in...
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SSE/EFI Working Paper Series in Economics and Finance 2
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Metropolis-Hastings prefetching algorithms
Strid, Ingvar - Economics Institute for Research (SIR), … - 2008
future states of the chain and increase the efficiency of prefetching considerably. The optimal acceptance rate for the … optimal acceptance rate for the prefetching random walk Metropolis-Hastings algorithm is obtained for a special case and it is … contexts as well. Keywords: Prefetching, Metropolis-Hastings, ParallelComputing, DSGE model, Optimal acceptance rate, Markov …
Persistent link: https://www.econbiz.de/10005649345
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Cover Image
Metropolis-Hastings prefetching algorithms
Strid, Ingvar - 2008
states of the chain and increase the efficiency of prefetching considerably. The optimal acceptance rate for the prefetching …
Persistent link: https://www.econbiz.de/10010281448
Saved in:
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