Accelerating Pseudo-Marginal MCMC using Gaussian Processes

By Drovandi Christopher, Boys Richard, and Moores Matthew
Working Paper (2017)

  • Christopher Drovandi

    Queensland University of Technology

    Australia

Created

July 13, 2017

Last update

July 13, 2017

Software

Matlab

Ranking

116

Visits

2004

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79

Description

Statistical inference of locally stationary functional coefficient models

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