Stochastic model specification search for Gaussian and partial non-Gaussian state space models (Q2630151)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic model specification search for Gaussian and partial non-Gaussian state space models |
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Stochastic model specification search for Gaussian and partial non-Gaussian state space models (English)
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25 July 2016
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auxiliary mixture sampling
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Bayesian econometrics
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non-centered parameterization
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Markov chain Monte Carlo
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variable selection
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