The Engine for Likelihood-Free Inference is open to everyone, and it can help significantly reduce the number of simulator runs. The Engine for Likelihood-Free Inference is open to everyone, and it ...

We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...

In the ever-evolving toolkit of statistical analysis techniques, Bayesian statistics has emerged as a popular and powerful methodology for making decisions from data in the applied sciences. Bayesian ...