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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| Property / author | |||
| Property / author: Lennart F. Hoogerheide / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6714783 / rank | |||
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| Property / zbMATH Keywords | |||
mixture of Student-\(t\) distributions | |||
| Property / zbMATH Keywords: mixture of Student-\(t\) distributions / rank | |||
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importance sampling | |||
| Property / zbMATH Keywords: importance sampling / rank | |||
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Kullback-Leibler divergence | |||
| Property / zbMATH Keywords: Kullback-Leibler divergence / rank | |||
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expectation maximization | |||
| Property / zbMATH Keywords: expectation maximization / rank | |||
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Metropolis-Hastings algorithm | |||
| Property / zbMATH Keywords: Metropolis-Hastings algorithm / rank | |||
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predictive likelihood | |||
| Property / zbMATH Keywords: predictive likelihood / rank | |||
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DCC GARCH | |||
| Property / zbMATH Keywords: DCC GARCH / rank | |||
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mixture GARCH | |||
| Property / zbMATH Keywords: mixture GARCH / rank | |||
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instrumental variables | |||
| Property / zbMATH Keywords: instrumental variables / rank | |||
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Revision as of 07:09, 1 July 2023
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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