Stochastic Volatility Estimated by MCMC (Markov Chain Monte Carlo) Method
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Updated
Nov 20, 2019 - MATLAB
Stochastic Volatility Estimated by MCMC (Markov Chain Monte Carlo) Method
Synthetic Data Generation by Markov Chain Monte Carlo (MCMC)
Modelling and Simulation course's Practical Exercises
This repository contains code for the research paper "Transition Path and Interface Sampling of Stochastic Schrödinger Dynamics (2024)".
repo for the paper https://onlinelibrary.wiley.com/doi/full/10.1111/tra.12639
Decrypting a message encoded by substitution cipher using Markov chain Monte Carlo.
Code for ABC-APTMC paper
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