Pages that link to "Item:Q1740341"
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The following pages link to Importance sampling from posterior distributions using copula-like approximations (Q1740341):
Displaying 4 items.
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
- Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective (Q1740337) (← links)
- On a high-dimensional model representation method based on copulas (Q2178128) (← links)
- Importance-Weighted Marginal Bayesian Posterior Density Estimation (Q4314939) (← links)
