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Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001784030

Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001702115

Essays on quantitative marketing models and Monte Carlo integration methods

Oest, Rutger van - 2005

Persistent link: https://www.econbiz.de/10002536372

Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - In: Journal of econometrics 123 (2004) 2, pp. 201-225

Persistent link: https://www.econbiz.de/10002361666

Adaptive Radial-Based Direction Sampling : Some Flexible and Robust Monte Carlo Integration Methods

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2005

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/10014066096