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- Timestamp:
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Apr 20, 2009, 3:16:00 PM (16 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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Legend:
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- Added
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- Property Keywords forecast inference removed
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Property
Status
changed from
new
to
assigned
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Property
Summary
changed from
BSR Reloading partial Markov Chain
to
BSR Reestimation by partial simulation
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initial
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v1
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1 | | Fixing parameters can be a poor method when fixed variables are very correlated with free ones. In order to enhance simulation quality without a significative lost of speed we can reload some full or partial blocks. |
| 1 | By means of partial simulation user can perform fast model reestimation from an old stored MCMC. |
| 2 | |
| 3 | BSR should provide an automated an easy to use way of selecting which variables must be fixed or reloaded in order to get the faster partial sampling handler {{{BysMcmc::McmcPartialHandler}}} |