2 citations · 2 across the 3 of their papers we have counts for
3 papers · 1 filter
Copula-type Estimators for Flexible Multivariate Density Modeling using Mixtures
Minh-Ngoc Tran, Paolo Giordani, Xiuyan Mun +2
Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require…
A copula based approach to adaptive sampling
Ralph Silva, Robert Kohn, Paolo Giordani +1
Our article is concerned with adaptive sampling schemes for Bayesian inference that update the proposal densities using previous iterates. We introduce a copula based proposal dens…
Flexible Multivariate Density Estimation with Marginal Adaptation
Paolo Giordani, Xiuyan Mun, Robert Kohn
Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators…