1

DRAM: Efficient adaptive MCMC

Year:
2006
Language:
english
File:
PDF, 1.51 MB
english, 2006
2

Semiparametric Multivariate and Multiple Change-Point Modeling

Year:
2018
Language:
english
File:
PDF, 506 KB
english, 2018
3

Some adaptive Monte Carlo methods for Bayesian inference

Year:
1999
Language:
english
File:
PDF, 91 KB
english, 1999
4

Efficient Bayes Factor Estimation from the Reversible Jump Output

Year:
2006
Language:
english
File:
PDF, 1.12 MB
english, 2006
5

Delayed Rejection in Reversible Jump Metropolis-Hastings

Year:
2001
Language:
english
File:
PDF, 1.49 MB
english, 2001
6

Distribution-free test for symmetry based on Bonferroni's measure

Year:
1999
Language:
english
File:
PDF, 394 KB
english, 1999
8

Comment on Article by Schmidl et al.

Year:
2013
Language:
english
File:
PDF, 302 KB
english, 2013
10

Zero Variance Differential Geometric Markov Chain Monte Carlo Algorithms

Year:
2014
Language:
english
File:
PDF, 2.47 MB
english, 2014
15

Efficiency of finite state space Monte Carlo Markov chains

Year:
2001
Language:
english
File:
PDF, 85 KB
english, 2001
16

A new strategy for speeding Markov chain Monte Carlo algorithms

Year:
2003
Language:
english
File:
PDF, 689 KB
english, 2003
17

Stationarity preserving and efficiency increasing probability mass transfers made possible

Year:
2006
Language:
english
File:
PDF, 177 KB
english, 2006
18

Efficiency and Convergence Properties of Slice Samplers

Year:
2002
Language:
english
File:
PDF, 143 KB
english, 2002
19

Adaptive Multiple Importance Sampling

Year:
2012
Language:
english
File:
PDF, 784 KB
english, 2012
20

Zero variance Markov chain Monte Carlo for Bayesian estimators

Year:
2013
Language:
english
File:
PDF, 604 KB
english, 2013
22

Reinforced urn processes for credit risk models

Year:
2015
Language:
english
File:
PDF, 929 KB
english, 2015
23

Highly Structured Stochastic Systems

Year:
2005
Language:
english
File:
PDF, 109 KB
english, 2005
25

Discussion

Year:
2001
Language:
english
File:
PDF, 130 KB
english, 2001
27

Delayed rejection variational Monte Carlo

Year:
2004
Language:
english
File:
PDF, 313 KB
english, 2004
32

Ordering and Improving the Performance of Monte Carlo Markov Chains

Year:
2001
Language:
english
File:
PDF, 1.57 MB
english, 2001
33

[The Art of Data Augmentation]: Discussion

Year:
2001
Language:
english
File:
PDF, 223 KB
english, 2001
34

Efficiency and Convergence Properties of Slice Samplers

Year:
2002
Language:
english
File:
PDF, 1.28 MB
english, 2002
35

[Slice Sampling]: Discussion

Year:
2003
Language:
english
File:
PDF, 848 KB
english, 2003
36

Ordering and Improving the Performance of Monte Carlo Markov Chains

Year:
2001
Language:
english
File:
PDF, 125 KB
english, 2001
42

Social Network Modeling

Year:
2018
Language:
english
File:
PDF, 2.05 MB
english, 2018
48

A Bayesian Estimate of the Pricing Kernel

Year:
2016
Language:
english
File:
PDF, 2.15 MB
english, 2016