Efficient high-dimensional importance sampling (Q289225)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Efficient high-dimensional importance sampling |
scientific article |
Statements
Efficient high-dimensional importance sampling (English)
0 references
27 May 2016
0 references
Monte Carlo
0 references
importance sampling
0 references
marginalized likelihood
0 references
stochastic volatility
0 references
random effects
0 references
0 references