A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems (Q907979)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems |
scientific article |
Statements
A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems (English)
0 references
2 February 2016
0 references
parameter inference
0 references
Metropolis-Hastings algorithm
0 references
independence sampling
0 references
adaptive MCMC
0 references
vine
0 references
copula
0 references