Striated Metropolis-Hastings sampler for high-dimensional models (Q281050): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C05 / 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 | |||
| Property / zbMATH Keywords: monetary policy / rank | |||
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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 | |||
| Property / zbMATH Keywords: multiple peaks / rank | |||
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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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Revision as of 18:34, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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