A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082): Difference between revisions
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Revision as of 10:51, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation |
scientific article |
Statements
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (English)
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12 May 2017
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mixture of Student-\(t\) distributions
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importance sampling
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Kullback-Leibler divergence
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expectation maximization
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Metropolis-Hastings algorithm
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predictive likelihood
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DCC GARCH
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mixture GARCH
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instrumental variables
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