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  • Search: subject:"Monte Carlo sampling"
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Year of publication
Subject
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Monte Carlo simulation 8 Monte-Carlo-Simulation 8 Sampling 8 Stichprobenerhebung 8 Estimation theory 6 Schätztheorie 6 Ill-behaved surfaces 5 Markov Chain Monte Carlo sampling 5 Polar coordinates 5 Asymmetric information 4 Asymmetrische Information 4 Hilbert space 4 Law of large numbers 4 Monte Carlo sampling process 4 Pareto efficiency 4 Pareto-Optimum 4 Theorie 3 asymmetric information 3 incentive compatibility 3 one-way Fubini property 3 Markov chain 2 Markov-Kette 2 Theory 2 Algorithms 1 Automotive industry 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian shrinkage 1 Control variates 1 Estimation 1 Exact computation 1 Expectiles 1 Forecasting model 1 Incentive compatibility 1 Interest rate 1 Langevin Monte Carlo sampling 1 Log concave models 1 Logits 1 MCMC sampling 1 Markov chain Monte Carlo sampling 1
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Online availability
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Free 13
Type of publication
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Book / Working Paper 12 Article 1
Type of publication (narrower categories)
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Working Paper 8 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article in journal 1 Aufsatz in Zeitschrift 1 Thesis 1
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Language
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English 9 Undetermined 4
Author
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Bauwens, Luc 4 Bos, Charles S. 4 Hammond, Peter J. 4 Qiao, Lei 4 Sun, Yeneng 4 Dijk, Herman K. van 3 Bauwens, L. 1 Bos, C.S. 1 Crespo Navas, Marelys 1 Daouia, Abdelaati 1 Dijk, H.K. van 1 Dogan, Deniz 1 Fischer, Manfred M. 1 Gadat, Sébastien 1 Gendre, Xavier 1 Hauzenberger, Niko 1 Huber, Florian 1 Pfarrhofer, Michael 1 Stupfler, Gilles 1 Usseglio-Carleve, Antoine 1 van Dijk, Herman K. 1
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Institution
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Erasmus University Rotterdam, Econometric Institute 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Discussion paper series 2 Tinbergen Institute Discussion Papers 2 Working papers / TSE : WP 2 Discussion paper / Tinbergen Institute 1 Econometric Institute Report 1 Economic theory 1 Tinbergen Institute Discussion Paper 1 Warwick economic research papers 1 Working papers in regional science 1
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Source
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ECONIS (ZBW) 8 RePEc 3 BASE 1 EconStor 1
Showing 1 - 10 of 13
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Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions
Crespo Navas, Marelys; Gadat, Sébastien; Gendre, Xavier - 2023
Persistent link: https://www.econbiz.de/10013486257
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An expectile computation cookbook
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023
Persistent link: https://www.econbiz.de/10014326936
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General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - 2022
Persistent link: https://www.econbiz.de/10012498662
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Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.; Qiao, Lei; Sun, Yeneng - In: Economic theory 71 (2021) 3, pp. 1161-1187
Persistent link: https://www.econbiz.de/10012584419
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Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.; Qiao, Lei; Sun, Yeneng - 2020 - Revised October 2020
Persistent link: https://www.econbiz.de/10012815202
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Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.; Qiao, Lei; Sun, Yeneng - 2020 - This version: October 4, 2020
Persistent link: https://www.econbiz.de/10012816235
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Monte carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.; Qiao, Lei; Sun, Yeneng - 2019 - This version: November 6, 2019
Persistent link: https://www.econbiz.de/10012170758
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Numerical optimization for mixed logit models and an application
Dogan, Deniz - 2008
In this thesis an algorithm (MLOPT) for mixed logit models is proposed. Mixed logit models are flexible discrete choice models, but their estimation with large datasets involves the solution of a nonlinear optimization problem with a high dimensional integral in the objective function, which is...
Persistent link: https://www.econbiz.de/10009476125
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Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - Tinbergen Instituut - 1998
This discussion paper resulted in a publication in: (W. Jansen and J.G. Bethlehem eds.) 'Compstat 2000, Statistics Netherlands', 2000, pages 13-14.<P> Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in...</p>
Persistent link: https://www.econbiz.de/10011257402
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Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - Tinbergen Institute - 1998
Adaptive Polar Sampling is proposed as an algorithm where random drawings are directly generated from the target function (posterior) in all-but-one directions of the parameter space. The method is based on the mixed integration technique of Van Dijk, Kloek & Boender (1985) but extends this one...
Persistent link: https://www.econbiz.de/10005281700
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