Efficient high-dimensional importance sampling (Q289225): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6586853 / rank | |||
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Monte Carlo | |||
| Property / zbMATH Keywords: Monte Carlo / rank | |||
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importance sampling | |||
| Property / zbMATH Keywords: importance sampling / rank | |||
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marginalized likelihood | |||
| Property / zbMATH Keywords: marginalized likelihood / rank | |||
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stochastic volatility | |||
| Property / zbMATH Keywords: stochastic volatility / rank | |||
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random effects | |||
| Property / zbMATH Keywords: random effects / rank | |||
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Revision as of 20:23, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient high-dimensional importance sampling |
scientific article |
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Efficient high-dimensional importance sampling (English)
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27 May 2016
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Monte Carlo
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importance sampling
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marginalized likelihood
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stochastic volatility
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random effects
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