Striated Metropolis-Hastings sampler for high-dimensional models (Q281050): Difference between revisions
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Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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Property / zbMATH DE Number: 6578664 / rank | |||
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dynamic striation adjustments | |||
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simultaneous equations | |||
Property / zbMATH Keywords: simultaneous equations / rank | |||
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monetary policy | |||
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inflation coefficient | |||
Property / zbMATH Keywords: inflation coefficient / rank | |||
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winding ridges | |||
Property / zbMATH Keywords: winding ridges / rank | |||
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multiple peaks | |||
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independent striated draws | |||
Property / zbMATH Keywords: independent striated draws / rank | |||
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irregular posterior distribution | |||
Property / zbMATH Keywords: irregular posterior distribution / rank | |||
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importance weights | |||
Property / zbMATH Keywords: importance weights / rank | |||
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tempered likelihood | |||
Property / zbMATH Keywords: tempered likelihood / rank | |||
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effective sample size | |||
Property / zbMATH Keywords: effective sample size / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.02.007 / rank | |||
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Revision as of 22:26, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Striated Metropolis-Hastings sampler for high-dimensional models |
scientific article |
Statements
Striated Metropolis-Hastings sampler for high-dimensional models (English)
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10 May 2016
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dynamic striation adjustments
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simultaneous equations
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monetary policy
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inflation coefficient
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winding ridges
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multiple peaks
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independent striated draws
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irregular posterior distribution
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importance weights
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tempered likelihood
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effective sample size
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