Papa Ngom

Model Selection of Stochastic Simulation Algorithm Based on Generalized Divergence Measures

Papa Ngom & B. Don Bosco Diatta · Journal of Advances in Mathematics and Computer Science · 2014

We consider the generalized divergence measure approach to compare different simulation strategies such as the Independent Sampler (IS), the Random Walk of Metropolis Hastings (RWMH), the Gibbs Sampler(GS), the Adaptive Metropolis (AM), and Metropolis within Gibbs (MWG). From a s...