Antithetic acceleration of Monte Carlo integration in Bayesian inference

DOI10.1016/0304-4076(88)90027-9zbMath0667.62079OpenAlexW1994286308WikidataQ105079173 ScholiaQ105079173MaRDI QIDQ1117663

John F. Geweke

Publication date: 1988

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(88)90027-9

zbMATH Keywords

Monte Carlo integrationrandom samplingposterior densityantithetic samplingbivariate vector autoregression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Acceleration of convergence in numerical analysis (65B99)

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Cites Work

• Bayesian analysis of dichotomous quantal response models
• A 1-1 poly-t random variable generator with application to Monte Carlo integration
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
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