Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models

4 January 2022

Papers citing "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models"

2 / 2 papers shown

Title
Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC $^2$ Imke Botha Robert Kohn Leah F. South Christopher C. Drovandi 23 0 0 21 Jul 2023
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 52 65 0 23 Jul 2020