Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
From MaRDI portal
Publication:1886281
DOI10.1016/j.jeconom.2003.12.002zbMath1085.62028MaRDI QIDQ1886281
Luc Bauwens, Hermann K. Van Dijk, Charles S. Bos, Rutger D. van Oest
Publication date: 18 November 2004
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/1722
62P20: Applications of statistics to economics
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Bayesian inference for the mixed conditional heteroskedasticity model, On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks, Striated Metropolis-Hastings sampler for high-dimensional models, On Bayesian analysis and computation for functions with monotonicity and curvature restrictions, Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods, A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Posterior moments computed by mixed integration
- Further experience in Bayesian analysis using Monte Carlo integration
- Convergence of adaptive direction sampling
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Monte Carlo methods in Bayesian computation
- Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
- A Note on the Generation of Random Normal Deviates
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
- Using simulation methods for bayesian econometric models: inference, development,and communication
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- Spherical-Radial Integration Rules for Bayesian Computation
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Adaptive importance sampling in monte carlo integration