Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach (Q2634087)
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scientific article; zbMATH DE number 6539851
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| English | Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach |
scientific article; zbMATH DE number 6539851 |
Statements
Bayesian inference for irreducible diffusion processes using the pseudo-marginal approach (English)
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8 February 2016
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diffusion process
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Euler discretization
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Markov chain Monte Carlo (MCMC)
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pseudo-marginal (PM) algorithm
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grouped independence metropolis-Hastings (GIMH)
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Monte Carlo within Metropolis (MCWM)
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0.8314157128334045
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0.8314157128334045
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0.8196191787719727
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0.8055664896965027
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0.7959768176078796
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