✦ LIBER ✦

Following a moving target—Monte Carlo inference for dynamic Bayesian models

✍ Scribed by Walter R. Gilks; Carlo Berzuini

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Monte Carlo methods for Bayesian infe

✍ Song S. Qian; Craig A. Stow; Mark E. Borsuk 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 241 KB

A tutorial introduction to Bayesian infe

✍ Philip D. O’Neill 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 139 KB

Monte Carlo integration over stepping st

✍ STUART J. E. BAIRD; FILIPE SANTOS 📂 Article 📅 2010 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 362 KB

A Markov chain Monte Carlo algorithm for

✍ Muramatsu, D.; Kondo, M.; Sasaki, M.; Tachibana, S.; Matsumoto, T. 📂 Article 📅 2006 🏛 IEEE 🌐 English ⚖ 859 KB

A Monte Carlo simulation for the assessm

✍ Antonis Targoutzidis 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 570 KB

Inference for Lévy-Driven Stochastic Vol

✍ AJAY JASRA; DAVID A. STEPHENS; ARNAUD DOUCET; THEODOROS TSAGARIS 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 836 KB