17 citations · 29 across the 22 of their papers we have counts for
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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…
stat.CO2014★ 17 cited
On Bayesian inference for the M/G/1 queue with efficient MCMC sampling
Alexander Y. Shestopaloff, Radford M. Neal
We introduce an efficient MCMC sampling scheme to perform Bayesian inference in the M/G/1 queueing model given only observations of interdeparture times. Our MCMC scheme uses a com…