Pages that link to "Item:Q2442455"

The following pages link to Efficient learning via simulation: a marginalized resample-move approach (Q2442455):

Displaying 16 items.

• On particle methods for parameter estimation in state-space models (Q254462) (← links)
• Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
• Corporate credit risk prediction under stochastic volatility and jumps (Q1991927) (← links)
• A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
• Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models (Q2008135) (← links)
• Bayesian estimation of long-run risk models using sequential Monte Carlo (Q2116359) (← links)
• Real-time Bayesian learning and bond return predictability (Q2155310) (← links)
• Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models (Q2329744) (← links)
• Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
• Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
• Sequential Bayesian inference for implicit hidden Markov models and current limitations (Q2786524) (← links)
• Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model (Q5093691) (← links)
• Smoothing With Couplings of Conditional Particle Filters (Q5130617) (← links)
• Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency (Q5208087) (← links)
• An Invitation to Sequential Monte Carlo Samplers (Q5881159) (← links)
• Particle rolling MCMC with double-block sampling (Q6134370) (← links)