Automated Sensitivity Computations for Bayesian Markov Chain Monte Carlo Inference: A New Approach for Prior Robustness and Convergence Analysis-Reference-Cited by-同舟云学术

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Automated Sensitivity Computations for Bayesian Markov Chain Monte Carlo Inference: A New Approach for Prior Robustness and Convergence Analysis

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Jacobi Liana,Joshi Mark,Zhu Dan

Publisher

Elsevier BV

Reference43 articles.

1. Sensitivity analysis of efficiency scores: How to bootstrap in nonparametric frontier models;Leopold Simar;Management science,1998

2. Smoking adjoints: Fast monte carlo greeks;Mike Giles;Risk,2006

3. Nonparametric estimation and sensitivity analysis of expected shortfall;Olivier Scaillet;An International Journal of Mathematics, Statistics and Financial Economics,2004

4. Estimating greeks in simulating l�vy-driven models;Paul Glasserman;Journal of Computational Finance,2010

5. An exact method for the sensitivity analysis of systems simulated by rejection techniques;S Mark;European Journal of Operational Research,2016

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