Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

Title
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
Authors
Keywords
Markov chain Monte Carlo, Adaptive Metropolis algorithm, Adaptive Kalman filter, Variational Bayes
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 83, Issue -, Pages 101-115
Publisher
Elsevier BV
Online
2014-10-17
DOI
10.1016/j.csda.2014.10.006

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