Antithetic acceleration of Monte Carlo integration in Bayesian inference

DOI10.1016/0304-4076(88)90027-9zbMath0667.62079WikidataQ105079173 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 integration; random sampling; posterior density; antithetic sampling; bivariate vector autoregression

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F15: Bayesian inference

65C99: Probabilistic methods, stochastic differential equations

65B99: Acceleration of convergence in numerical analysis

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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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