Striated Metropolis-Hastings sampler for high-dimensional models (Q281050)

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Striated Metropolis-Hastings sampler for high-dimensional models
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    Striated Metropolis-Hastings sampler for high-dimensional models (English)
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    10 May 2016
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    dynamic striation adjustments
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    simultaneous equations
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    monetary policy
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    inflation coefficient
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    winding ridges
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    multiple peaks
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    independent striated draws
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    irregular posterior distribution
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    importance weights
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    tempered likelihood
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    effective sample size
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