Adaptive Mixture Modelling Metropolis Methods

The following matlab code and examples is about Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSizeDate
AM4.m 3026 December 23 2013 13:26:06
AM4_BS.m 1451 December 23 2013 13:26:06
AM4_Metropolis.m 1741 December 23 2013 13:26:06
AM4_SV.m 2004 December 23 2013 13:26:06
AM4_SV_Metropolis.m 1821 December 23 2013 13:26:06
ApproximateMixtureUpdating.m 1794 December 23 2013 13:26:06
myfzero.m 607 December 23 2013 13:26:06
regenerate.m 1067 December 23 2013 13:26:06
am4-biology-example-data.csv 5767 December 23 2013 13:26:06
am4-biology-example-priors.csv 150 December 23 2013 13:26:06
am4-biology-example-truth.csv 93 December 23 2013 13:26:06
am4_biology_example.m 7236 December 23 2013 13:26:06
am4-nonlinear-data.csv 1472 December 23 2013 13:26:06
am4_nonlinear_example.m 1398 December 23 2013 13:26:06
cps_kitagawa.m 1528 December 23 2013 13:26:06
plots.m 21021 December 23 2013 13:26:06
README.txt 2855 December 23 2013 13:26:06
am4-exchange.m 1101 December 23 2013 13:26:06
am4-sv-data.csv 17066 December 23 2013 13:26:06
am4_sv.m 1099 December 23 2013 13:26:06
exratesUS-UK1000.txt 17000 December 23 2013 13:26:06
ksc_exchange.m 1282 December 23 2013 13:26:06
ksc_sv.asv 1318 December 23 2013 13:26:06
ksc_sv.m 1283 December 23 2013 13:26:06
sample_gam_c.m 204 December 23 2013 13:26:06
sample_mu_c.m 219 December 23 2013 13:26:06
sample_phi_c.m 454 December 23 2013 13:26:06
sample_v_c.m 187 December 23 2013 13:26:06
sample_z_am4.m 1268 December 23 2013 13:26:06
sample_z_c.m 636 December 23 2013 13:26:06
SV.pdf 1982442 December 23 2013 13:26:06

Technology: