General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals

DOI10.1016/0167-6377(96)00030-2zbMath0912.65011OpenAlexW1996681199MaRDI QIDQ1360109

Ming-Hui Chen, Bruce W. Schmeiser

Publication date: 18 May 1999

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(96)00030-2

zbMATH Keywords

convergenceMarkov chainMonte Carlo samplingBayesian posterior distributionshigh-dimensional integralunbounded integrandsunbounded regions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (14)

Bayesian analysis of partially linear, single-index, spatial autoregressive models ⋮ Exploring stochasticity and imprecise knowledge based on linear inequality constraints ⋮ General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals ⋮ Parallel and interacting stochastic approximation annealing algorithms for global optimisation ⋮ Reference priors for linear models with general covariance structures ⋮ Latent single-index models for ordinal data ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses ⋮ A Bayesian approach to the spatial representation of market structure from consumer choice data ⋮ An objective stepwise Bayes approach to small area estimation ⋮ Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule ⋮ A Bayesian approach to continuous type principal-agent problems ⋮ Approximate weighted model integration on DNF structures ⋮ A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data ⋮ Slow convergence of the Gibbs sampler

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