The Ehresmann connection induced by the Fisher metric on the hierarchical parameter fiber bundle is flat for any smooth posterior, identifying the mixing obstruction as the prior fraction (pooling factor) rather than curvature.
To Center or Not to Center: That is Not the Question---An Ancillarity-Suffiency Interweaving Strategy (ASIS) for Boosting MCMC Efficiency
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stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.
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A Flat Connection: The Pooling Factor and the Geometry of Centring in Hierarchical MCMC
The Ehresmann connection induced by the Fisher metric on the hierarchical parameter fiber bundle is flat for any smooth posterior, identifying the mixing obstruction as the prior fraction (pooling factor) rather than curvature.
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Dealing with Stochastic Volatility in Time Series Using the R Package stochvol
stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.