Search Results - subject:"polar coordinates"

Adaptive polar sampling with an application to a Bayes measure of value-at-risk

BAUWENS, Luc; BOS, Charles S.; DIJK, Herman K. VAN - Center for Operations Research and Econometrics (CORE), … - 1999

transformation to polar coordinates are used. After the transformation to polar coordinates, a MetropolisHastings algorithm is …

Persistent link: https://www.econbiz.de/10005042753

Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk

Bauwens, L.; Bos, C.S.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 1999

transformation to polar coordinates are used. After the transformation to polar coordinates, a Metropolis-Hastings algorithm is …

Persistent link: https://www.econbiz.de/10005051715

Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - Tinbergen Institute - 1999

transformation to polar coordinates are used. After the transformation to polar coordinates, a Metropolis-Hastings algorithm is …

Persistent link: https://www.econbiz.de/10005137171

Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - Tinbergen Instituut - 1999

polarcoordinates are used. After the transformation to polar coordinates, aMetropolis-Hastings algorithm is applied to sample …

Persistent link: https://www.econbiz.de/10011256462

Adaptive polar sampling with an application to a Bayes measure of value-at-risk

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999

polarcoordinates are used. After the transformation to polar coordinates, aMetropolis-Hastings algorithm is applied to sample …

Persistent link: https://www.econbiz.de/10011302625

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

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

Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces

Bauwens, L.; Bos, C.S.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 1998

Persistent link: https://www.econbiz.de/10008584752

Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces

Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K. - 1998

Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in all-but-onedirections of the parameter space. The method is based on the mixed integrationtechnique of Van Dijk, Kloek & Boender (1985) but extends this one by...

Persistent link: https://www.econbiz.de/10010324425

Adaptive polar sampling : a new MC technique for the analysis of ill-behaved surfaces

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1998 - August 25, 1998, rev. B

Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in all-but-onedirections of the parameter space. The method is based on the mixed integrationtechnique of Van Dijk, Kloek & Boender (1985) but extends this one by...

Persistent link: https://www.econbiz.de/10011299991