Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - 2019
introduce two novel methods for computationally efficient simulation: Conditional MitISEM, a Markov chain Monte Carlo method to … simulate model parameters from the Partially Censored Posterior, and PCP-QERMit, an Importance Sampling method that is … empirical studies show the ability of the introduced method to outperform standard approaches. …