AdMit

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Adaptive Mixture of Student-t Distributions

David Ardia

Last update: 8 February 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.1.9

Source code repository: https://github.com/cran/AdMit

Cites work

• Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit

Cited In (5)

• Bayesian inference in a stochastic volatility Nelson-Siegel model
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
• Convergence of Griddy Gibbs sampling and other perturbed Markov chains
• Sequentially adaptive Bayesian learning algorithms for inference and optimization
• Efficient importance sampling in mixture frameworks

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