On Particle Learning

Nicolas Chopin, Alessandra Iacobucci, Jean-Michel Marin, Kerrie Mengersen, Christian Robert, Robin Ryder and Christian Schafer
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Jean-Michel Marin: Crest
Kerrie Mengersen: Crest
Christian Robert: Crest
Robin Ryder: Crest
Christian Schafer: Crest

No 2010-22, Working Papers from Center for Research in Economics and Statistics

Abstract: This document is the aggregation of several discussions of Lopes et al. (2010) we submitted tothe proceedings of the Ninth Valencia Meeting, held in Benidorm, Spain, on June 3–8, 2010, inconjunction with Hedibert Lopes’ talk at this meeting. The main point in those discussions is thepotential for degeneracy in the particle learning methodology, related with the exponential forgettingof the past simulations. We illustrate the resulting difficulties in the case of mixtures.

Pages: 20
Date: 2010
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Citations: View citations in EconPapers (6)

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