Open AccessAdaptive Independent Metropolis-Hastings by Fast Estimation of Mixtures of Normals
Author(s) -
Paolo Giordani,
Robert Kohn
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1082955
Subject(s) - metropolis–hastings algorithm , estimation , econometrics , computer science , statistics , mathematics , markov chain monte carlo , bayesian probability , economics , management
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