The following pages link to (Q4720653):
Displaying 50 items.
- Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Adaptive rejection Metropolis simulated annealing for detecting global maximum regions (Q267860) (← links)
- Using the Monte Carlo method to solve integral equations using a modified control variate (Q279646) (← links)
- Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs (Q348681) (← links)
- Implicit estimation of ecological model parameters (Q376407) (← links)
- A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data (Q635417) (← links)
- On improved estimation for importance sampling (Q642209) (← links)
- A comparison of hybrid strategies for Gibbs sampling in mixed graphical models (Q672079) (← links)
- Probability \textit{Distributome}: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions (Q736646) (← links)
- Rate estimation in partially observed Markov jump processes with measurement errors (Q746231) (← links)
- Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis (Q746346) (← links)
- A two-unit general parallel system with (\(n - 2\)) cold standbys -- analytic and simulation approach (Q852970) (← links)
- Prediction-focused subsurface modeling: investigating the need for accuracy in flow-based inverse modeling (Q887627) (← links)
- Zero variance differential geometric Markov chain Monte Carlo algorithms (Q899008) (← links)
- Markov basis and Gröbner basis of Segre-Veronese configuration for testing independence in group-wise selections (Q904091) (← links)
- A Bayesian approach for sensitivity analysis of incomplete multivariate longitudinal data with potential nonrandom dropout (Q904905) (← links)
- From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s (Q906521) (← links)
- The MCMC and SML estimation of a self-selection model with two outcomes (Q951877) (← links)
- A sparse matrix approach to Bayesian computation in large linear models (Q956783) (← links)
- Approximating the distribution function of risk (Q957280) (← links)
- MCMC algorithms for constrained variance matrices (Q959259) (← links)
- Mean-field variational approximate Bayesian inference for latent variable models (Q1020881) (← links)
- A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645) (← links)
- Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 (Q1023679) (← links)
- Markov chain Monte Carlo tests for designed experiments (Q1044075) (← links)
- Uses and abuses of statistical simulation (Q1104027) (← links)
- Simulation methodology - an introduction for queueing theorists (Q1116316) (← links)
- Impulse response analysis in nonlinear multivariate models (Q1126497) (← links)
- A note on quantum mechanics, diffusional interference and informions (Q1129397) (← links)
- A stochastic probing algorithm for global optimization (Q1187848) (← links)
- Use of the Gibbs sampler in expert systems (Q1193494) (← links)
- Bayes regression with autoregressive errors. A Gibbs sampling approach (Q1260673) (← links)
- Bayesian analysis of \(Er/M/1\) and \(Er/M/c\) queues (Q1299474) (← links)
- Good random number generators are (not so) easy to find (Q1299872) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- Bayes inference in regression models with ARMA\((p,q)\) errors (Q1341195) (← links)
- A discriminant analysis algorithm for the inside/outside problem (Q1350813) (← links)
- The computer generation of multinomial random variates (Q1361590) (← links)
- Simulation-based Bayesian inferences for two-variance components linear models (Q1361742) (← links)
- A multidimensional item response model: Constrained latent class analysis using the Gibbs sampler and posterior predictive checks (Q1362266) (← links)
- Numerical aspects of a likelihood ratio test statistic for cointegrating rank (Q1391987) (← links)
- Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models (Q1424598) (← links)
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo. (Q1431211) (← links)
- Exact small-sample inference in stationary, fully regular, dynamic demand models (Q1580339) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Efficient model comparison techniques for models requiring large scale data augmentation (Q1631557) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Posterior simulation via the exponentially tilted signed root log-likelihood ratio (Q1695516) (← links)
- First hitting time distributions for Brownian motion and regions with piecewise linear boundaries (Q1739356) (← links)
