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20142024
most citedEfficient Bayesian inference for stochastic volatility models with ensemble MCMC methods

1 citations · 1 across the 5 of their papers we have counts for

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1 paper

stat.CO2014★ 1 cited

Efficient Bayesian inference for stochastic volatility models with ensemble MCMC methods

Alexander Y. Shestopaloff, Radford M. Neal

In this paper, we introduce efficient ensemble Markov Chain Monte Carlo (MCMC) sampling methods for Bayesian computations in the univariate stochastic volatility model. We compare…