[Trac] #113: Metropolis: add adaptive hybrid MCMC
#113: Metropolis: add adaptive hybrid MCMC --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for DSGE models” (2010) presented at the Dynare Conference 2010. -- Ticket URL: <https://www.dynare.org/trac/ticket/113> Dynare <http://www.dynare.org> The Dynare project
#113: Metropolis: add adaptive hybrid MCMC ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel): * milestone: 4.2 => 4.3 -- Ticket URL: <https://www.dynare.org/trac/ticket/113#comment:1> Dynare <http://www.dynare.org> The Dynare project
#113: Metropolis: add adaptive hybrid MCMC --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Changes (by michel): * owner: => michel * status: new => assigned -- Ticket URL: <https://www.dynare.org/trac/ticket/113#comment:2> Dynare <http://www.dynare.org> The Dynare project
#113: Metropolis: add adaptive hybrid MCMC ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by sebastien): * component: General => Estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/113#comment:3> Dynare <http://www.dynare.org> The Dynare project
#113: Metropolis: add adaptive hybrid MCMC ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Comment(by sebastien): RepEc link to the paper: http://ideas.repec.org/p/hhs/hastef/0724.html -- Ticket URL: <https://www.dynare.org/trac/ticket/113#comment:4> Dynare <http://www.dynare.org> The Dynare project
#113: Metropolis: add adaptive hybrid MCMC ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 5.0 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by michel): * milestone: 4.3 => 5.0 -- Ticket URL: <https://www.dynare.org/trac/ticket/113#comment:5> Dynare <http://www.dynare.org> The Dynare project
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