Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule

By Liang Faming   Cheng Yichen   Lin Guang  

Journal of the American Statistical Association, Vol. 109, Iss. 506, 2014-04 ,pp. : 847-863

Taylor & Francis Ltd

Access to resources Recommend Favorite

Stochastic approximation Monte Carlo Gibbs sampling for structural change inference in a Bayesian heteroscedastic time series model

By Kim Jaehee   Cheon Sooyoung  

Journal of Applied Statistics, Vol. 41, Iss. 10, 2014-10 ,pp. : 2157-2177

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler

By Cheon Sooyoung   Kim Jaehee  

Journal of Statistical Computation and Simulation, Vol. 84, Iss. 7, 2014-07 ,pp. : 1444-1470

Taylor & Francis Ltd

Access to resources Recommend Favorite

On learning strategies for evolutionary Monte Carlo

By Goswami Gopi   Liu Jun  

Statistics and Computing, Vol. 17, Iss. 1, 2007-03 ,pp. : 23-38

Springer Publishing Company

Access to resources Recommend Favorite

A Monte Carlo investigation of some tests for stochastic dominance

By Y. K. Tse  

Journal of Statistical Computation and Simulation, Vol. 74, Iss. 5, 2004-05 ,pp. : 361-378

Taylor & Francis Ltd

Access to resources Recommend Favorite