model parameters and probabilities. The package provides also an extended MitISEM algorithm, 'sequential MitISEM', which … predictive likelihoods. We illustrate the MitISEM algorithm using three canonical statistical and econometric models that are …

mixture of Student-t densities is fitted to the target using an expectation maximization algorithm where each step of the … economics. The package MitISEM provides also an extended algorithm, `sequential MitISEM', which substantially decreases … illustrate the MitISEM algorithm using three canonical statistical and econometric models that are characterized by several types …

mixture of Student-t densities isfitted to the target using an expectation maximization algorithm where each step of the … economics. The package MitISEM provides also an extended algorithm, 'sequential MitISEM', which substantially decreases … illustrate the MitISEM algorithm using three canonical statistical and econometric models that are characterized by several types …

A class of adaptive sampling methods is introduced for efficient posterior and predictive simulation. The proposed … approximation problem, which facilitates the application of adaptive importance sampling for posterior simulation in more complex …

distribution given only a kernel of the target density function. The core algorithm consists in the function AdMit which fits an … the independence chain Metropolis- Hastings algorithm are used to obtain quantities of interest for the target density … the time-consuming and difficult task of tuning a sampling algorithm. The relevance of the package is shown in two …