An efficient proposal distribution for Metropolis–Hastings using a B-splines technique
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DOI: 10.1016/j.csda.2012.07.014
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References listed on IDEAS
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Cited by:
- Aur'elien Hazan, 2017. "Stock-flow consistent macroeconomic model with nonuniform distributional constraint," Papers 1708.00645, arXiv.org.
- Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino, 2013. "Adaptive Sticky Generalized Metropolis," Working Papers 2013:19, Department of Economics, University of Venice "Ca' Foscari".
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Keywords
Efficient proposal distribution; Metropolis–Hastings algorithm; B-splines; Gibbs sampling; Markov Chain Monte Carlo;All these keywords.
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