Striated Metropolis-Hastings sampler for high-dimensional models (Q281050): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.02.007 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2345224716 / rank | |||
Normal rank |
Latest revision as of 22:26, 19 March 2024
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)
0 references
10 May 2016
0 references
dynamic striation adjustments
0 references
simultaneous equations
0 references
monetary policy
0 references
inflation coefficient
0 references
winding ridges
0 references
multiple peaks
0 references
independent striated draws
0 references
irregular posterior distribution
0 references
importance weights
0 references
tempered likelihood
0 references
effective sample size
0 references