Iterated importance sampling in missing data problems
From MaRDI portal
Publication:959418
DOI10.1016/j.csda.2005.07.018zbMath1445.62004OpenAlexW2057003005WikidataQ60461506 ScholiaQ60461506MaRDI QIDQ959418
Jean-Michel Marin, Gilles Celeux, Christian P. Robert Robert
Publication date: 11 December 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2005.07.018
adaptive algorithmsBayesian inferencepopulation Monte Carlolatent variable modelsstochastic volatility modelRao-Blackwellisation
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Missing data (62D10)
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