Computing Bayes: From Then `Til Now
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Cited by:
- Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024.
"Bayesian forecasting in economics and finance: A modern review,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
- Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
- Tore Selland Kleppe, 2024. "Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(3), pages 1206-1229, September.
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More about this item
Keywords
History of Bayesian computation; Laplace approximation; Metropolis-Hastings algorithm; importance sampling; Markov chain Monte Carlo; pseudo-marginal methods; Hamiltonian Monte Carlo; sequential Monte Carlo; approximate Bayesian methods;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2022-09-12 (Computational Economics)
- NEP-ECM-2022-09-12 (Econometrics)
- NEP-HIS-2022-09-12 (Business, Economic and Financial History)
- NEP-HPE-2022-09-12 (History and Philosophy of Economics)
Statistics
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