Efficient MCMC sampling in dynamic mixture models
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Publication:892446
DOI10.1007/S11222-012-9354-4zbMATH Open1325.65022OpenAlexW2039762882MaRDI QIDQ892446FDOQ892446
Authors: Gabriele Fiorentini, C. Planas, A. Rossi 
Publication date: 19 November 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-012-9354-4
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Cited In (15)
- Efficient MCMC estimation of discrete distributions
- A Stochastic Volatility Model With Realized Measures for Option Pricing
- Efficient Bayesian Inference for Dynamic Mixture Models
- Generating MCMC proposals by randomly rotating the regular simplex
- How to combine fast heuristic Markov chain Monte Carlo with slow exact sampling
- Enhanced sampling schemes for MCMC based blind Bernoulli-Gaussian deconvolution
- Multicanonical MCMC for sampling rare events: an illustrative review
- On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
- Dynamic Sampling from Graphical Models
- Title not available (Why is that?)
- Informed proposals for local MCMC in discrete spaces
- Mixture models, latent variables and partitioned importance sampling
- Speeding Up MCMC by Efficient Data Subsampling
- Automated parameter blocking for efficient Markov chain Monte Carlo sampling
- An efficient sampling scheme for dynamic generalized models
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