A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems (Q907979)
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scientific article; zbMATH DE number 6538636
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| English | A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems |
scientific article; zbMATH DE number 6538636 |
Statements
A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems (English)
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2 February 2016
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parameter inference
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Metropolis-Hastings algorithm
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independence sampling
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adaptive MCMC
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vine
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copula
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0.7199081182479858
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0.6888749599456787
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0.6871738433837891
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0.6867327094078064
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0.6774058938026428
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