Geodesic
An algorithm for Bayes parameter identification with quadratic asymmetrical loss function
Control and Cybernetics, Tome 34 (2005) no. 4, pp. 1127-1148 
Kulczycki, Piotr; Mazgaj, Aleksander. An algorithm for Bayes parameter identification with quadratic asymmetrical loss function. Control and Cybernetics, Tome 34 (2005) no. 4, pp. 1127-1148. http://geodesic.mathdoc.fr/item/CC_2005_34_4_a7/
@article{CC_2005_34_4_a7,
     author = {Kulczycki, Piotr and Mazgaj, Aleksander},
     title = {An algorithm for {Bayes} parameter identification with quadratic asymmetrical loss function},
     journal = {Control and Cybernetics},
     pages = {1127--1148},
     year = {2005},
     volume = {34},
     number = {4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CC_2005_34_4_a7/}
}
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