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Resultaat 1 - 7 (van 7)
Lennart F. Hoogerheide | Anne Opschoor | Herman K. van Dijk A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation
Non-fictie
Engels | 51 pagina's | Tinbergen Instituut, Amsterdam [etc.] | 2011
Gedrukt boek
David Ardia | Lennart F. Hoogerheide | Herman K. van Dijk To bridge, to warp or to wrap?
a comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Non-fictie
Engels | 42 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2009
Gedrukt boek
Lennart F. Hoogerheide | Herman K. van Dijk Possible ill-behaved posteriors in econometric models
on the connection between model structures, non-elliptical credible sets and neural network simulation techniques
Non-fictie
Engels | 42 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Lennart F. Hoogerheide | Herman K. van Dijk Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Non-fictie
Engels | 36 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
David Ardia | Lennart F. Hoogerheide | Herman K. van Dijk Adaptive mixture of student-t distributions as a flexible candidate distribution for efficient simulation
the R package adMit
Non-fictie
Engels | 31 pagina's | Tinbergen Institute, Amsterdam [etc.] | 2008
Gedrukt boek
Lennart F. Hoogerheide | J.F. Kaashoek | Herman K. van Dijk Functional approximations to posterior densities: a neural network approach to efficient sampling
Non-fictie
Engels | 48 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 2002
Gedrukt boek
Lennart F. Hoogerheide | Herman K. van Dijk Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration
Non-fictie
Engels | 14 pagina's | Econometric Institute, Erasmus University Rotterdam, Rotterdam | 2001
Gedrukt boek