これは何
・DPMMのslice samplingによるMCMCが（おそらく）上手くいったよという記録。
・けんきうでつかう。参考文献を記録しておきたい。
- Casarin, R., Costantini, M., and Osuntuyi, A. (2023), "Bayesian Nonparametric Panel Markov-Switching GARCH Models", Journal of Business and Economic Statistics; https://doi.org/10.1080/07350015.2023.2166049
- Kalli, M., Griffin, J. E., and Walker, S. G. (2011), "Slice Sampling Mixture Models", Statistics and Computing, 21, 93–105.
- Liu, J. (2021), "A Bayesian Semiparametric Realized Stochastic Volatility Model", Journal of Risk and Financial Management, 14(12); https://doi.org/10.3390/jrfm14120617
- Walker, S. G. (2007), "Sampling the Dirichlet Mixture Model with Slices", Communications in Statistics - Simulation and Computation, 36, 45–54.
