ANTITHETIC ACCELERATION OF MONTE-CARLO INTEGRATION IN BAYESIAN-INFERENCE

被引：112

|

作者：

GEWEKE, J

机构：

来源：

JOURNAL OF ECONOMETRICS | 1988年 / 38卷 / 1-2期

关键词：

D O I：

10.1016/0304-4076(88)90027-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

下载

收藏

页码：73 / 89

页数：17

相关论文

共 50 条

[31] A MONTE-CARLO METHOD FOR AN OBJECTIVE BAYESIAN PROCEDURE
OGATA, Y
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1990, 42 (03) : 403 - 433
[32] BAYESIAN-INFERENCE FOR COMPARATIVE RESEARCH
WESTERN, B
JACKMAN, S
AMERICAN POLITICAL SCIENCE REVIEW, 1994, 88 (02) : 412 - 423
[33] ECONOMETRIC ILLUSTRATIONS OF NOVEL NUMERICAL-INTEGRATION STRATEGIES FOR BAYESIAN-INFERENCE
NAYLOR, JC
SMITH, AFM
JOURNAL OF ECONOMETRICS, 1988, 38 (1-2) : 103 - 125
[34] BAYESIAN-INFERENCE AND PORTFOLIO EFFICIENCY
KANDEL, S
MCCULLOCH, R
STAMBAUGH, RF
REVIEW OF FINANCIAL STUDIES, 1995, 8 (01): : 1 - 53
[35] Antithetic Monte Carlo linear solver
Tan, CJK
COMPUTATIONAL SCIENCE-ICCS 2002, PT II, PROCEEDINGS, 2002, 2330 : 383 - 392
[36] BAYESIAN FULL INFORMATION ANALYSIS OF SIMULTANEOUS EQUATION MODELS USING INTEGRATION BY MONTE-CARLO
BAUWENS, L
LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, 1984, 232 : 1 - 114
[37] Nonlinear and nonnormal filter using importance sampling: Antithetic Monte Carlo integration
Tanizaki, H
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1999, 28 (02) : 463 - 486
[38] The bootstrap method for Monte Carlo integration inference
Al Luhayb, Asamh Saleh M.
JOURNAL OF KING SAUD UNIVERSITY SCIENCE, 2023, 35 (06)
[39] ACCELERATION METHODS FOR MONTE-CARLO COMPUTER-SIMULATIONS
SWENDSEN, RH
COMPUTER PHYSICS COMMUNICATIONS, 1991, 65 (1-3) : 281 - 288
[40] NUMERICAL PATH INTEGRATION WITHOUT MONTE-CARLO
GERRY, CC
KIEFER, J
AMERICAN JOURNAL OF PHYSICS, 1988, 56 (11) : 1002 - 1005

← 1 2 3 4 5 →