Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo: Applications to Gibbs Sampling-Reference-Cited by-同舟云学术

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Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo: Applications to Gibbs Sampling

Published:2018 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

Reference23 articles.

1. An overview of robust Bayesian analysis;J O Berger;Test,1994

2. Optimal limit methods for computing sensitivities of discontinuous integrals including triggerable derivative securities

3. First and Second Order Greeks in the Heston Model;J-H Chan;Journal of Risk,2015

4. Some simple gamma variate generators;R C H Cheng;Applied Statistics,1979

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