Hamiltonian sequential Monte Carlo with application to consumer choice behavior
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Cites work
- A Bayesian analysis of some nonparametric problems
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- A comparison of generalized hybrid Monte Carlo methods with and without momentum flip
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- scientific article; zbMATH DE number 578421 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
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- Particle Gibbs split-merge sampling for Bayesian inference in mixture models
- Particle learning for general mixtures
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
- Sequential Monte Carlo Methods in Practice
- Simulating Hamiltonian Dynamics
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- The random coefficients logit model is identified
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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