On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers

september 2014
Dufays, A.

Working Paper N° 263

JEL-classificatie: 
C11
C15
C22
C58
Trefwoorden: 
Bayesian inference
Sequential Monte Carlo
Annealed Importance sampling
Differential Evolution
Volatility models
Multifractal model
Markov-switching model
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