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Volumn 15, Issue 1, 2006, Pages 246-261

Parallel Markov Chain Monte Carlo simulation by pre-fetching

Author keywords

Bayesian; Inference; Parallel processing

Indexed keywords


EID: 33645560014     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186006X100579     Document Type: Article
Times cited : (95)

References (19)
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    • Glynn, P.W.1    Heidelberger, P.2
  • 9
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    • An introduction to long-memory time series models and fractional differencing
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    • Oranger, C.W.1    Joyeux, R.2
  • 11
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    • Fractional differencing
    • Hosking, J. R. M. (1981), "Fractional Differencing," Biometrika, 68, 165-176.
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  • 12
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    • An objected-oriented random-number package with many long streams and substreams
    • L'Ecuyer, P., Simard, R., Chen, E. J., and Kelton, W. D. (2002), "An Objected-Oriented Random-Number Package with Many Long Streams and Substreams," Operations Research, 50, 1073-1075.
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    • L'Ecuyer, P.1    Simard, R.2    Chen, E.J.3    Kelton, W.D.4
  • 15
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    • Exact sampling with coupled Markov Chains and applications to statistical mechanics
    • Propp, J. G., and Wilson, D. B. (1996), "Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics," Random Structures and Algorithms, 9, 223-252.
    • (1996) Random Structures and Algorithms , vol.9 , pp. 223-252
    • Propp, J.G.1    Wilson, D.B.2
  • 17
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    • Maximum likelihood estimation of stationary univariate fractionally integrated time series models
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  • 18
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    • Parallel algorithms for Markov Chain Monte Carlo methods in latent spatial gaussian models
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    • Whiley, M.1    Wilson, S.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.