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1412.3013
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Efficient Bayesian inference for stochastic volatility models with ensemble MCMC methods
9 December 2014
Alexander Y. Shestopaloff
Radford M. Neal
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ArXiv (abs)
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Papers citing
"Efficient Bayesian inference for stochastic volatility models with ensemble MCMC methods"
2 / 2 papers shown
Title
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models
G. Kastner
Sylvia Fruhwirth-Schnatter
42
296
0
16 Jun 2017
Particle Efficient Importance Sampling
Marcel Scharth
Robert Kohn
59
44
0
26 Sep 2013
1