According to our database1, Roberto Casarin authored at least 5 papers between 2013 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Adaptive independent sticky MCMC algorithms.
EURASIP J. Adv. Sig. Proc., 2018
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis.
J. Comput. Science, 2016
Efficient Gibbs sampling for Markov switching GARCH models.
Computational Statistics & Data Analysis, 2016
Sticky proposal densities for adaptive MCMC methods.
Proceedings of the IEEE Statistical Signal Processing Workshop, 2016
Interacting multiple try algorithms with different proposal distributions.
Statistics and Computing, 2013