Bauwens, L.; Bos, C.S.; Van Dijk, H.K. - Center for Operations Research and Econometrics (CORE), … - 1999
Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlo method for Bayesian analysis of models with ill-behaved posterior distributions. In order to sample efficiency from such a distribution, location-scale transformation and a transformation to polar coordinates are used.