Markov Chain Monte Carlo

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Browse all works related to Markov Chain Monte Carlo.

"8" Result

Traditional phylogenetic inference assumes that the history of a set of taxa can be explained by a tree. This assumption is often violated as some biological entities can exchange genetic material giving rise to non-treelike events often called reticulations. Failure to consider…

In the paper, we propose a new methodology to test and date the financial contagion. The newly proposed multivariate model not only incorporates endogenous structural breaks but also encompasses a "mixed" version of state-space model. It provides a "direct" test for the presence…