Search Results - subject:"Sampling/importance resampling"

On the convergence of quasi-random sampling/importance resampling

Vandewoestyne, Bart; Cools, Ronald - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 3, pp. 490-505

multiplicative constant. The sampling/importance resampling (SIR) algorithm is known to be useful in this context. Moreover, the … quasi-random sampling/importance resampling (QSIR) scheme, based on quasi-Monte Carlo methods, is a more recent modification …

Persistent link: https://www.econbiz.de/10010870235

Learning and filtering via simulation: smoothly jittered particle filters

Shephard, Neil; Flury, Thomas - Department of Economics, Oxford University - 2009

A key ingredient of many particle filters is the use of the sampling importance resampling algorithm (SIR), which …

Persistent link: https://www.econbiz.de/10008497742

Two noniterative algorithms for computing posteriors

Yang, Jun; Zou, Guohua; Zhao, Yu - In: Computational Statistics 23 (2008) 3, pp. 443-453

Persistent link: https://www.econbiz.de/10005613217

Posterior analysis of lognormal regression models using the Gibbs sampler

Upadhyay, S.; Peshwani, M. - In: Statistical Papers 49 (2008) 1, pp. 59-85

Persistent link: https://www.econbiz.de/10008533804

Analysis of Regime Switching Behaviour of Indian Stock Markets

Laha, Arnab Kumar - Society for Computational Economics - SCE - 2006

Importance Resampling methodology to obtain the approximate posterior distributions … time. Then I analyse regime switching behaviour using Hidden Markov Models. I use a Bayesian route and use the Sampling …

Persistent link: https://www.econbiz.de/10005706186

EM and beyond

Rubin, Donald - In: Psychometrika 56 (1991) 2, pp. 241-254

Persistent link: https://www.econbiz.de/10005757776