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  • Search: subject:"Parallel Gibbs sampler"
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Parallel Gibbs sampler 1 State space 1 Temporal aggregation 1 VAR 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Qian, Hang 1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Vector Autoregression with Mixed Frequency Data
Qian, Hang - Volkswirtschaftliche Fakultät, … - 2013
. The third is a parallel Gibbs sampler without forward filtering and backward sampling. The three methods are unified since … frequency latent variables. By a simulation study, different approaches are compared and the parallel Gibbs sampler outperforms …
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