In this paper we propose primitive conditions under which a projection of a conditional density onto a set defined by conditional moment restrictions exists and is unique. Moreover, we provide an ...
We propose a conditional density filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC sampling to the online setting, sampling from approximations to conditional ...
Statistical downscaling models are used to estimate weather data at a station or stations based on atmospheric circulation data defined at a coarser resolution, for example gridded outputs from a ...
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