Metropolis: add adaptive hybrid MCMC
See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for DSGE models” (2010) presented at the Dynare Conference 2010.
See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for DSGE models” (2010) presented at the Dynare Conference 2010.