Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo (Q4593854)
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scientific article; zbMATH DE number 6807332
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| English | Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo |
scientific article; zbMATH DE number 6807332 |
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Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo (English)
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15 November 2017
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Bayesian approach
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extreme value
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Hamiltonian Monte Carlo
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Markov chain Monte Carlo
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Riemann manifold
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0.747582197189331
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0.7470219135284424
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0.7443090677261353
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0.7430455684661865
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