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

zbMATH Keywords

simulated annealingBayesian learningparallel computingsequential Monte Carloparticle filteringposterior simulation

Mathematics Subject Classification ID

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)

Related Items (1)

Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective

Uses Software

• Matlab
• AdMit
• MitISEM

Cites Work

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