Search results - ORA - Oxford University Research Archive

1 - 6 of 6

1

Journal article

On the ergodicity of the adaptive Metropolis algorithm on unbounded domains

Saksman, E, Vihola, M
2010-12-01

2

Journal article

On the stability and ergodicity of adaptive scaling Metropolis algorithms

Vihola, M
2011-12-01

3

Journal article

Calibration and Filtering for Multi Factor Commodity Models with Seasonality: Incorporating Panel Data from Futures Contracts

Peters, G, Briers, M, Shevchenko, P, et al.
2013-12-01

4

Journal article

Can the adaptive metropolis algorithm collapse without the covariance lower bound?

Vihola, M
2011-01-01

5

Journal article

Calibration and Filtering for Multi Factor Commodity Models with Seasonality: Incorporating Panel Data from Futures Contracts

Peters, G, Briers, M, Shevchenko, P, et al.
2013-12-01

6

Journal article

Robust adaptive Metropolis algorithm with coerced acceptance rate

Vihola, M
2012-09-01

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