Bauwens, Luc; Bos, Charles; van Dijk, Herman K.; van … - Faculteit der Economische Wetenschappen, Erasmus … - 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...