Energy Economics · 2018 · 25 citations · 44 references
ComputingBusiness EconomicsEconomicsEconometricsEnergy EconomicsStochastic ModelingBayesian InferenceEnergy PricingMarkov Chain Monte CarloMonte Carlo MethodsMonte Carlo SimulationParticle FilteringEnergy Price ForecastingMarket SimulationMonte Carlo PricingParticle Gibbs SamplingStochastic Commodity Price ModelsStochastic Energy ModelingStochastic Price Modeling
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Robert E. Kass, Adrian E. Raftery · Journal of the American Statistical Association · 1995 · 12.3K citations
Natural Sciences, Behavioral Sciences, Bayesian Biostatistics +11
An Adaptive Metropolis Algorithm
Heikki Haario, Eero Saksman, Johanna Tamminen · Bernoulli · 2001 · 2.7K citations
Filtering via Simulation: Auxiliary Particle Filters
M. Pitt, Neil Shephard · Journal of the American Statistical Association · 1999 · 2.3K citations · Full text
Computing, Physics, Statistics +13