4 papers · 1 filter
Modified Delayed Acceptance MCMC for Quasi-Bayesian Inference with Linear Moment Conditions
Masahiro Tanaka
We develop a computationally efficient framework for quasi-Bayesian inference based on linear moment conditions. The approach employs a delayed acceptance Markov chain Monte Carlo…
Estimating Bidirectional Causal Effects with Large Scale Online Kernel Learning
Masahiro Tanaka
In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedastic…
Delayed Acceptance Markov Chain Monte Carlo for Robust Bayesian Analysis
Masahiro Tanaka
This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian infer…
Quasi-Bayesian Local Projections: Simultaneous Inference and Extension to the Instrumental Variable Method
Masahiro Tanaka
Local projections (LPs) are widely used for impulse response analysis, but Bayesian methods face challenges due to the absence of a likelihood function. Existing approaches rely on…