Adaptive Rejection Metropolis Sampling within Gibbs Sampling

1995 ◽  
Vol 44 (4) ◽  
pp. 455 ◽  
Author(s):  
W. R. Gilks ◽  
N. G. Best ◽  
K. K. C. Tan
Keyword(s):  
Gibbs Sampling ◽  
Adaptive Rejection Metropolis Sampling

scholarly journals Independent Doubly Adaptive Rejection Metropolis Sampling Within Gibbs Sampling

2015 ◽  
Vol 63 (12) ◽  
pp. 3123-3138 ◽  
Author(s):  
Luca Martino ◽  
Jesse Read ◽  
David Luengo
Keyword(s):  
Gibbs Sampling ◽  
Adaptive Rejection Metropolis Sampling

Gibbs Sampling for Marginal Posterior Expectations

1991 ◽  
Author(s):  
Alan E. Gelfand ◽  
Adrian F. Smith
Keyword(s):  
Gibbs Sampling

scholarly journals Sequential Gibbs Sampling Algorithm for Cognitive Diagnosis Models with Many Attributes

2021 ◽  
pp. 1-37
Author(s):  
Juntao Wang ◽  
Ningzhong Shi ◽  
Xue Zhang ◽  
Gongjun Xu
Keyword(s):  
Gibbs Sampling ◽  
Cognitive Diagnosis ◽  
Sampling Algorithm ◽  
Cognitive Diagnosis Models ◽  
Gibbs Sampling Algorithm

Model of the influence of Internet finance on monetary policy based on gibbs sampling and vector autoregression

2020 ◽  
pp. 1-11
Author(s):  
Hui Wang ◽  
Huang Shiwang
Keyword(s):  
Monetary Policy ◽  
Gibbs Sampling ◽  
Posterior Distribution ◽  
Estimation Method ◽  
Financial Supervision ◽  
Var Model ◽  
Model Parameters ◽  
State Variables ◽  
Frequency Data ◽  
Internet Finance

The various parts of the traditional financial supervision and management system can no longer meet the current needs, and further improvement is urgently needed. In this paper, the low-frequency data is regarded as the missing of the high-frequency data, and the mixed frequency VAR model is adopted. In order to overcome the problems caused by too many parameters of the VAR model, this paper adopts the Bayesian estimation method based on the Minnesota prior to obtain the posterior distribution of each parameter of the VAR model. Moreover, this paper uses methods based on Kalman filtering and Kalman smoothing to obtain the posterior distribution of latent state variables. Then, according to the posterior distribution of the VAR model parameters and the posterior distribution of the latent state variables, this paper uses the Gibbs sampling method to obtain the mixed Bayes vector autoregressive model and the estimation of the state variables. Finally, this article studies the influence of Internet finance on monetary policy with examples. The research results show that the method proposed in this article has a certain effect.

MIMO Detection with Block Parallel Gibbs Sampling and Maximum Ratio Combining

2020 ◽  
Author(s):  
Kosuke Tomura ◽  
Yukitoshi Sanada ◽  
Yutaro Kobayashi
Keyword(s):  
Gibbs Sampling ◽  
Mimo Detection ◽  
Maximum Ratio Combining

scholarly journals Gibbs Sampling Aided Throughput Improvement for Next-Generation Wi-Fi

2018 ◽  
Author(s):  
Abolfazl Mehbodniya ◽  
Julian Webber ◽  
Kazuto Yano ◽  
Tomoaki Kumagai ◽  
Mark F. Flanagan
Keyword(s):  
Gibbs Sampling ◽  
Next Generation ◽  
Throughput Improvement

Testing restrictions in hierarchical normal data models using Gibbs sampling

2004 ◽  
Vol 58 (2) ◽  
pp. 135-157
Author(s):  
Matteo Ciccarelli
Keyword(s):  
Gibbs Sampling ◽  
Data Models

scholarly journals Detection of Mastitis in Dairy Cattle by Use of Mixture Models for Repeated Somatic Cell Scores: A Bayesian Approach via Gibbs Sampling

2003 ◽  
Vol 86 (11) ◽  
pp. 3694-3703 ◽  
Author(s):  
J. Ødegård ◽  
J. Jensen ◽  
P. Madsen ◽  
D. Gianola ◽  
G. Klemetsdal ◽  
...  
Keyword(s):  
Dairy Cattle ◽  
Somatic Cell ◽  
Mixture Models ◽  
Gibbs Sampling ◽  
Bayesian Approach

scholarly journals Corrigendum: Adaptive Rejection Metropolis Sampling

1997 ◽  
Vol 46 (4) ◽  
pp. 541-542 ◽  
Author(s):  
W. R. Gilks ◽  
R. M. Neal ◽  
N. G. Best ◽  
K. K. C. Tan
Keyword(s):  
Adaptive Rejection Metropolis Sampling
Sign in / Sign up

Export Citation Format

Share Document