scientific article; zbMATH DE number 5280144
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Publication:3498086
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(12)- Parsimony inducing priors for large scale state-space models
- Characterising economic trends by Bayesian stochastic model specification search
- Stochastic model specification search for Gaussian and partial non-Gaussian state space models
- Efficient data augmentation techniques for some classes of state space models
- Fast Bayesian approach for parameter estimation
- MCMC interweaving strategy for estimating stochastic volatility model and its application
- scientific article; zbMATH DE number 7011348 (Why is no real title available?)
- Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
- Achieving shrinkage in a time-varying parameter model framework
- A point mass proposal method for Bayesian state-space model fitting
- Efficient posterior integration in stable paretian models
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