Interacting multiple -- Try algorithms with different proposal distributions Working Papers uri icon

authors

  • CASARIN, ROBERTO
  • CRAIU, RADU
  • LEISEN, FABRIZIO

publication date

  • 2011

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 11-02

keywords

  • interacting monte carlo; markov chain monte carlo; multiple-try metropolis; population monte carlo