A vine-copula based adaptive MCMC sampler for efficient inference of dynamical systems
DOI10.1214/13-BA801zbMATH Open1329.62143OpenAlexW2072429347WikidataQ59682327 ScholiaQ59682327MaRDI QIDQ907979FDOQ907979
Authors: Daniel Schmidl, Claudia Czado, Sabine Hug, Fabian J. Theis 
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1362406647
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Computational methods in Markov chains (60J22) Bayesian inference (62F15) Nonparametric estimation (62G05) Sampling theory, sample surveys (62D05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Simulation of dynamical systems (37M05)
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