Pages that link to "Item:Q528082"

The following pages link to A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082):

Displaying 9 items.

• Striated Metropolis-Hastings sampler for high-dimensional models (Q281050) (← links)
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
• Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
• Particle efficient importance sampling (Q894644) (← links)
• Sequentially adaptive Bayesian learning algorithms for inference and optimization (Q1740339) (← links)
• Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
• Forecast density combinations of dynamic models and data driven portfolio strategies (Q1740348) (← links)
• Partially censored posterior for robust and efficient risk evaluation (Q2190228) (← links)
• A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)