Markov Chain Monte Carlo versus Importance Sampling in Bayesian Inference of the GARCH Model

Procedia Computer Science ◽

10.1016/j.procs.2013.09.191 ◽

2013 ◽

Vol 22 ◽

pp. 1056-1064 ◽

Author(s):

Tetsuya Takaishi

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Importance Sampling ◽

Garch Model ◽

The Garch Model

Download Full-text

Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo: Applications to Gibbs Sampling

SSRN Electronic Journal ◽

10.2139/ssrn.2984054 ◽

2018 ◽

Author(s):

Liana Jacobi ◽

Mark Joshi ◽

Dan Zhu

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Download Full-text

Markov Chain Monte Carlo: stochastic simulation for Bayesian inference (2nd edn). Dani Gamerman and Hedibert F. Lopes, Chapman & Hall/CRC, Boca Raton, FL, 2006. No. of pages: xvii +323. Price: $69.95. ISBN10: 1‐58488‐587‐4, ISBN13: 978‐1‐58488‐587‐0

Statistics in Medicine ◽

10.1002/sim.3240 ◽

2008 ◽

Vol 27 (16) ◽

pp. 3213-3214

Author(s):

Gareth Peters

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Stochastic Simulation

Download Full-text

Bayesian inference of preferential seepage path by gradient-based Markov Chain Monte Carlo

Japanese Geotechnical Society Special Publication ◽

10.3208/jgssp.v08.j44 ◽

2020 ◽

Vol 8 (3) ◽

pp. 59-63

Author(s):

Kazunori Fujisawa ◽

Michael Koch ◽

Akira Murakami

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Download Full-text

Bayesian inference along Markov Chain Monte Carlo approach for PWR core loading pattern optimization

Annals of Nuclear Energy ◽

10.1016/j.anucene.2012.07.012 ◽

2012 ◽

Vol 50 ◽

pp. 150-157 ◽

Author(s):

A. Haghighattalab ◽

A. Minuchehr ◽

A. Zolfaghari ◽

F. Khoshahval

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Monte Carlo Approach ◽

Loading Pattern

Download Full-text

Adaptive Markov chain Monte Carlo algorithms for Bayesian inference: recent advances and comparative study

Structure and Infrastructure Engineering ◽

10.1080/15732479.2019.1628077 ◽

2019 ◽

Vol 15 (11) ◽

pp. 1548-1565 ◽

Author(s):

Seung-Seop Jin ◽

Heekun Ju ◽

Hyung-Jo Jung

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Comparative Study ◽

Monte Carlo Algorithms ◽

Recent Advances

Download Full-text

River water quality modelling and simulation based on Markov Chain Monte Carlo computation and Bayesian inference model

African Journal of Science Technology Innovation and Development ◽

10.1080/20421338.2019.1692460 ◽

2020 ◽

Vol 12 (6) ◽

pp. 771-785 ◽

Author(s):

Mrunmayee Manjari Sahoo ◽

Kanhu Charan Patra

Keyword(s):

Water Quality ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Water Quality Modelling ◽

Inference Model ◽

Monte Carlo Computation ◽

Simulation Based ◽

River Water Quality Modelling

Download Full-text

Bayesian Inference and Markov Chain Monte Carlo Methods

Construction Reliability ◽

10.1002/9781118601099.ch11 ◽

2013 ◽

pp. 207-226

Author(s):

Gilles Celeux

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Monte Carlo Methods

Download Full-text

Markov Chain Monte Carlo Algorithms in Bayesian Inference

Bayesian Modeling Using WinBUGS ◽

10.1002/9780470434567.ch2 ◽

2009 ◽

pp. 31-82 ◽

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Monte Carlo Algorithms

Download Full-text

Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme

Emerging Intelligent Computing Technology and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-642-04070-2_117 ◽

2009 ◽

pp. 1112-1121

Author(s):

Tetsuya Takaishi

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Garch Model ◽

Construction Scheme ◽

Asymmetric Garch

Download Full-text

Limitations of Markov chain Monte Carlo algorithms for Bayesian inference of phylogeny

The Annals of Applied Probability ◽

10.1214/105051600000000538 ◽

2006 ◽

Vol 16 (4) ◽

pp. 2215-2234 ◽

Author(s):

Elchanan Mossel ◽

Eric Vigoda

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Monte Carlo Algorithms

Download Full-text