On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
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Publication:528088
DOI10.1016/J.JECONOM.2012.06.004zbMATH Open1443.62499OpenAlexW2031294093MaRDI QIDQ528088FDOQ528088
Authors: Ralph dos Santos Silva, Michael K. Pitt, Robert Kohn, Paolo Giordani 
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001510
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- Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
- Computing Bayes: from then `til now
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