Efficient MCMC sampling in dynamic mixture models

DOI10.1007/s11222-012-9354-4zbMath1325.65022OpenAlexW2039762882MaRDI QIDQ892446

Christophe Planas, Gabriele Fiorentini, Alessandro Rossi

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9354-4

zbMATH Keywords

state-space modelsGibbs samplingadaptive Metropolis-Hastingsconditionally linear models

Mathematics Subject Classification ID

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