Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
Year of publication: |
2003-08-06
|
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Authors: | Bauwens, L. ; Bos, C.S. ; Dijk, H.K. van ; Oest, R.D. van |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | Markov chain Monte Carlo | importance sampling | radial coordinates |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2003-22 |
Source: |
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Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
Bauwens, Luc, (2003)
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Explaining Adaptive Radial-Based Direction Sampling
Bauwens, Luc, (2003)
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Explaining Adaptive Radial-Based Direction Sampling
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Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods
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Explaining Adaptive Radial-Based Direction Sampling
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Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
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