Miscellanea. On quantile estimation and Markov chain Monte Carlo convergence

10.1093/biomet/86.3.710 ◽

1999 ◽

Vol 86 (3) ◽

pp. 710-717 ◽

Author(s):

S. Brooks

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Quantile Estimation

Download Full-text

Quantifying Uncertainty in Multivariate Quantile Estimation of Hydrometeorological Extremes via Copula: a Comparison between Bootstrapping and Markov Chain Monte Carlo

International Journal of Climatology ◽

10.1002/joc.7493 ◽

2021 ◽

Author(s):

Pan Yang ◽

Tze Ling Ng

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Quantile Estimation ◽

Multivariate Quantile ◽

Quantifying Uncertainty

Download Full-text

Application of Assisted History Matching Workflow to Shale Gas Well Using EDFM and Neural Network-Markov Chain Monte Carlo Algorithm

Proceedings of the 7th Unconventional Resources Technology Conference ◽

10.15530/urtec-2019-659 ◽

2019 ◽

Author(s):

Sutthaporn Tripoppoom ◽

Wei Yu ◽

Kamy Sepehrnoori ◽

Jijun Miao

Keyword(s):

Neural Network ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Shale Gas ◽

History Matching ◽

Monte Carlo Algorithm ◽

Gas Well ◽

Assisted History Matching

Download Full-text

Markov Chain Monte Carlo Methods for Reserves Estimation

10.2523/10065-ms ◽

2005 ◽

Author(s):

Andrew W. Wadsley

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Methods

Download Full-text

Model Volatilitas Stokastik dengan Metode Markov Chain Monte Carlo

Jurnal Riset dan Aplikasi Matematika (JRAM) ◽

10.26740/jram.v2n1.p1-12 ◽

2018 ◽

Vol 2 (1) ◽

pp. 1

Author(s):

Alfian Alfian

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo

Download Full-text

On Markov Chain Monte Carlo Acceleration

10.21236/ada279393 ◽

1994 ◽

Author(s):

Alan E. Gelfand ◽

Sujit K. Sahu

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo

Download Full-text

Statistical Inference for Coherent Systems from Partial Information and Markov Chain Monte Carlo Methods.

10.21236/ada305676 ◽

1996 ◽

Author(s):

Hani Doss

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Statistical Inference ◽

Monte Carlo Methods ◽

Partial Information ◽

Coherent Systems

Download Full-text

An Efficient Markov-Chain Monte Carlo Method for the State Space Models with Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2340389 ◽

2013 ◽

Author(s):

Yu-Fan Huang

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

State Space ◽

Stochastic Volatility ◽

The State ◽

State Space Models

Download Full-text

A Birth-Death Markov Chain Monte Carlo Method to Estimate the Number of States in a State-Contingent Production Frontier Model

SSRN Electronic Journal ◽

10.2139/ssrn.2448542 ◽

2014 ◽

Author(s):

Jose Luis Preciado Arreola ◽

Andrew Johnson

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Production Frontier ◽

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

Automated Sensitivity Computations for Bayesian Markov Chain Monte Carlo Inference: A New Approach for Prior Robustness and Convergence Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3347399 ◽

2019 ◽

Author(s):

Liana Jacobi ◽

Mark Joshi ◽

Dan Zhu

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Convergence Analysis ◽

Download Full-text