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MCMC specifics of latent variable models
Robert, Christian P. - 1998
Persistent link: https://www.econbiz.de/10000989405
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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
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Eaton's Markov chain, its conjugate partner and P-admissibility
Hobert, James P.; Robert, Christian P. - 1997
Persistent link: https://www.econbiz.de/10000973932
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Convergence controls for MCMC algorithms with applications to hidden Markov chains
Robert, Christian P.; Rydén, Tobias; Titterington, David M. - 1998
Persistent link: https://www.econbiz.de/10000984190
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MCMC convergence diagnostics : a "reviewww"
Guihenneuc-Jouhaux, Chantal; Mengersen, Kerrie; Robert, … - 1998
Persistent link: https://www.econbiz.de/10000986962
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Computational and inferential difficulties with mixture posterior distributions
Celeux, Gilles; Hurn, Merrilee A.; Robert, Christian P. - 1999
Persistent link: https://www.econbiz.de/10001380705
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Bayesian inference in hidden Markov models through jump Markov chain Monte Carlo
Robert, Christian P.; Rydén, Tobias; Titterington, David M. - 1999
Persistent link: https://www.econbiz.de/10001380711
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Explaining the perfect sampler
Casella, George; Lavine, Michael; Robert, Christian P. - 2000
Persistent link: https://www.econbiz.de/10001549297
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Controlled MCMC for optimal sampling
Andrieu, Christophe; Robert, Christian P. - 2001
Persistent link: https://www.econbiz.de/10001626935
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Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplers
Cappé, Olivier; Robert, Christian P.; Rydén, Tobias - 2001
Persistent link: https://www.econbiz.de/10001626939