Efficient MCMC sampling in dynamic mixture models
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Cites work
- scientific article; zbMATH DE number 1085989 (Why is no real title available?)
- scientific article; zbMATH DE number 1086083 (Why is no real title available?)
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- Common risk factors in the returns on stocks and bonds
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- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
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Cited in
(15)- Efficient MCMC estimation of discrete distributions
- A Stochastic Volatility Model With Realized Measures for Option Pricing
- Efficient Bayesian Inference for Dynamic Mixture Models
- Generating MCMC proposals by randomly rotating the regular simplex
- Enhanced sampling schemes for MCMC based blind Bernoulli-Gaussian deconvolution
- How to combine fast heuristic Markov chain Monte Carlo with slow exact sampling
- Multicanonical MCMC for sampling rare events: an illustrative review
- On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
- Dynamic Sampling from Graphical Models
- scientific article; zbMATH DE number 6378055 (Why is no real title available?)
- Informed proposals for local MCMC in discrete spaces
- Mixture models, latent variables and partitioned importance sampling
- Automated parameter blocking for efficient Markov chain Monte Carlo sampling
- An efficient sampling scheme for dynamic generalized models
- Speeding Up MCMC by Efficient Data Subsampling
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