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
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
fields
stat.CO 2verdicts
UNVERDICTED 2representative citing papers
stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.
citing papers explorer
-
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.
-
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.