Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo (Q4593854)

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scientific article; zbMATH DE number 6807332
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Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo
scientific article; zbMATH DE number 6807332

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    Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo (English)
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    15 November 2017
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    Bayesian approach
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    extreme value
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    Hamiltonian Monte Carlo
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    Markov chain Monte Carlo
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    Riemann manifold
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