Monte carlo via cadeias de markov

Results 51 to 60 of about 67,883,804 (80)

Parallel hierarchical sampling:a general-purpose class of multiple-chains MCMC algorithms [PDF]

This paper introduces the Parallel Hierarchical Sampler (PHS), a class of Markov chain Monte Carlo algorithms using several interacting chains having the same target distribution but different mixing properties.
Antonietta Mira, Fabio Rigat
core

Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models [PDF]

Hamiltonian Monte Carlo (HMC) is a recent statistical procedure to sample from complex distributions. Distant proposal draws are taken in a equence of steps following the Hamiltonian dynamics of the underlying parameter space, often yielding superior ...
John Maheu, Martin Burda
core +2 more sources

An extension of Peskun ordering to continuous time Markov chains [PDF]

Peskun ordering is a partial ordering defined on the space of transition matrices of discrete time Markov chains. If the Markov chains are reversible with respect to a common stationary distribution "greek Pi", Peskun ordering implies an ordering on the ...
Leisen Fabrizio, Mira Antonietta
core

Avaliação de estratégias de relaxamento do distanciamento social para o Brasil e estado do Rio de Janeiro

, 2020
Volpatto D +6 more
europepmc +1 more source

On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks [PDF]

Likelihoods and posteriors of instrumental variable regression models with strongendogeneity and/or weak instruments may exhibit rather non-elliptical contours inthe parameter space.
Hoogerheide, L.F., Dijk, H.K. van, Kaashoek, J.F. +2 more
core

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Estimativa de Parâmetros em Modelos de Secagem Empregando o Método de Monte Carlo Via Cadeias de Markov

Anais do Congresso Brasileiro de Sistemas Particulados, 2022
Bruno Marques Viegas
exaly +2 more sources

Estimativa de Parâmetros em Modelos Empiricos de Extração por Fluido Supercrítico Utilizando o Método de Monte Carlo Via Cadeias de Markov

Anais do Congresso Brasileiro de Sistemas Particulados, 2022
Diego Cardoso Estumano
exaly +2 more sources

Estimativa do perfil de temperatura na entrada de dutos via Método de Monte Carlo com Cadeias de Markov