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

DOI10.1023/A:1015790929604zbMath1005.65016OpenAlexW17512885MaRDI QIDQ1610847

Liqun Wang, James C. Fu

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 estimationintegrationMonte Carlo samplinghigh 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)

Related Items (6)

Discrete approximations of continuous and mixed measures on a compact interval ⋮ An efficient modified Hyperband and trust-region-based mode-pursuing sampling hybrid method for hyperparameter optimization ⋮ A practical sampling approach for a Bayesian mixture model with unknown number of compo\-nents ⋮ Discretization-based direct random sample generation ⋮ Simulation from a Target Distribution Based on Discretization and Weighting ⋮ Stochastic approximation cut algorithm for inference in modularized Bayesian models

Uses Software

• AS 195

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