A random-discretization based Monte Carlo sampling method and its applications

DOI10.1023/A:1015790929604MaRDI QIDQ1610847zbMATH OpenOpenAlexFDO

Authors James C. Fu, Liqun Wang

Publication date 20 August 2002

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1015790929604

zbMATH Keywords

maximum likelihood estimationMonte Carlo samplingintegrationhigh dimensional problemmultivariate probability distributionscontourizationinverse probability integral transformationrandom discretization

Mathematics Subject Classification ID

Bayesian inference (62F15) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05)

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Cited in

(15)

• scientific article; zbMATH DE number 6699822 (Why is no real title available?)
• Wavelet Monte Carlo: a principle for sampling from complex distributions
• Improved sampling techniques for the direct simulation Monte Carlo method
• Discrete approximations of continuous and mixed measures on a compact interval
• Discretization-based direct random sample generation
• Simulation from a Target Distribution Based on Discretization and Weighting
• A discrete method for anisotropic angular sampling in Monte Carlo simulations
• The soft Monte Carlo method
• Stochastic approximation cut algorithm for inference in modularized Bayesian models
• Sampling target distributions based on support alteration and discretization
• Random sampling from joint probability distributions defined in a Bayesian framework
• An efficient modified Hyperband and trust-region-based mode-pursuing sampling hybrid method for hyperparameter optimization
• Modification of geometrical program modules, tied with construction of modelled probabilistic densities
• A practical sampling approach for a Bayesian mixture model with unknown number of compo\-nents
• Sampling method by allocating random order to percentiles

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• AS 195

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