共 50 条
- [22] Markov Chain Monte Carlo Methods in Financial Econometrics [J]. Financial Markets and Portfolio Management, 2005, 19 (4): : 397 - 405
- [23] Markov chain Monte Carlo simulation methods in econometrics [J]. ECONOMETRIC THEORY, 1996, 12 (03) : 409 - 431
- [25] Zero Variance Differential Geometric Markov Chain Monte Carlo Algorithms [J]. BAYESIAN ANALYSIS, 2014, 9 (01): : 97 - 127
- [26] KERNEL ESTIMATORS OF ASYMPTOTIC VARIANCE FOR ADAPTIVE MARKOV CHAIN MONTE CARLO [J]. ANNALS OF STATISTICS, 2011, 39 (02): : 990 - 1011
- [27] BATCH MEANS AND SPECTRAL VARIANCE ESTIMATORS IN MARKOV CHAIN MONTE CARLO [J]. ANNALS OF STATISTICS, 2010, 38 (02): : 1034 - 1070
- [28] Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo [J]. SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2020, 8 (03): : 1139 - 1188
- [29] A Markov chain Monte Carlo algorithm for Bayesian policy search [J]. SYSTEMS SCIENCE & CONTROL ENGINEERING, 2018, 6 (01): : 438 - 455