Sequentially adaptive Bayesian learning algorithms for inference and optimization
DOI10.1016/j.jeconom.2018.11.002zbMath1452.62062OpenAlexW2901160927WikidataQ128956923 ScholiaQ128956923MaRDI QIDQ1740339
Garland B. Durham, John F. Geweke
Publication date: 30 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.11.002
simulated annealingBayesian learningparallel computingsequential Monte Carloparticle filteringposterior simulation
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Approximation methods and heuristics in mathematical programming (90C59) Parallel numerical computation (65Y05)
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