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  • Search: subject:"radial coordinates"
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Year of publication
Subject
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importance sampling 4 radial coordinates 4 Markov Chain Monte Carlo 2 Markov chain Monte Carlo 2
Online availability
All
Free 4
Type of publication
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Book / Working Paper 4
Language
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Undetermined 4
Author
All
Bauwens, L. 2 Bauwens, Luc 2 Bos, C.S. 2 Bos, Charles 2 Dijk, H.K. van 2 Oest, R.D. van 2 van Dijk, Herman K. 2 van Oest, van Oest, R.D. 2
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Institution
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Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2
Published in...
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Econometric Institute Report 2 Econometric Institute Research Papers 2
Source
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RePEc 4
Showing 1 - 4 of 4
Cover Image
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles; van Dijk, Herman K.; van … - Faculteit der Economische Wetenschappen, Erasmus … - 2003
Adaptive radial-based direction sampling (ARDS) algorithms are specified for Bayesian analysis of models with nonelliptical, possibly, multimodal target distributions. A key step is a radial-based transformation to directions and distances. After the transformations a Metropolis-Hastings method...
Persistent link: https://www.econbiz.de/10010731663
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Cover Image
Explaining Adaptive Radial-Based Direction Sampling
Bauwens, Luc; Bos, Charles; van Dijk, Herman K.; van … - Faculteit der Economische Wetenschappen, Erasmus … - 2003
In this short paper we summarize the computational steps of Adaptive Radial-Based Direction Sampling (ARDS), which can be used for Bayesian analysis of ill behaved target densities. We consider one simulation experiment in order to illustrate the good performance of ARDS relative to the...
Persistent link: https://www.econbiz.de/10010731736
Saved in:
Cover Image
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods
Bauwens, L.; Bos, C.S.; Dijk, H.K. van; Oest, R.D. van - Erasmus University Rotterdam, Econometric Institute - 2003
Adaptive radial-based direction sampling (ARDS) algorithms are specified for Bayesian analysis of models with nonelliptical, possibly, multimodal target distributions. A key step is a radial-based transformation to directions and distances. After the transformations a Metropolis-Hastings method...
Persistent link: https://www.econbiz.de/10008584633
Saved in:
Cover Image
Explaining Adaptive Radial-Based Direction Sampling
Bauwens, L.; Bos, C.S.; Dijk, H.K. van; Oest, R.D. van - Erasmus University Rotterdam, Econometric Institute - 2003
In this short paper we summarize the computational steps of Adaptive Radial-Based Direction Sampling (ARDS), which can be used for Bayesian analysis of ill behaved target densities. We consider one simulation experiment in order to illustrate the good performance of ARDS relative to the...
Persistent link: https://www.econbiz.de/10008584681
Saved in:
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