Sequentially adaptive Bayesian learning algorithms for inference and optimization
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Cites work
- scientific article; zbMATH DE number 4108179 (Why is no real title available?)
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- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- A sequential particle filter method for static models
- A survey of sequential Monte Carlo methods for economics and finance
- Adaptive sequential posterior simulators for massively parallel computing environments
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian Limited Information Analysis of the Simultaneous Equations Model
- Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
- Bayesian reduced rank regression in econometrics
- Bayesian regression analysis using poly-t densities
- Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
- Contemporary Bayesian Econometrics and Statistics
- Filtering methods
- Following a moving target -- Monte Carlo inference for dynamic Bayesian models
- Global optimization of statistical functions with simulated annealing
- Interacting sequential Monte Carlo samplers for trans-dimensional simulation
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods
- On adaptive resampling strategies for sequential Monte Carlo methods
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- Optimization by simulated annealing
- Practical Issues in the Analysis of Univariate GARCH Models
- Sequential Monte Carlo Methods for Dynamic Systems
- Sequential Monte Carlo Samplers
- Sequential Monte Carlo simulated annealing
Cited in
(5)- Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective
- scientific article; zbMATH DE number 1329952 (Why is no real title available?)
- Optimal learning for sequential sampling with non-parametric beliefs
- Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling
- Model-based algorithm configuration with adaptive capping and prior distributions
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