Bauwens, L.; Bos, C.S.; Dijk, H.K. van; Oest, R.D. van - Erasmus University Rotterdam, Econometric Institute - 2002
Adaptive Polar Sampling (APS) algorithms are proposed for Bayesian analysis of models with nonelliptical, possibly, multimodal posterior distributions. A location-scale transformation and a transformation to polar coordinates are used. After the transformation to polar coordinates, a...