scientific article; zbMATH DE number 5005874

MaRDI QIDQ3369432zbMATH OpenFDO

Authors Ming-Hui Chen, Xuming He, Q. M. Shao, Hai Xu

Publication date 13 February 2006

zbMATH Keywords

density quantile approachsampling quantile approach

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Recommendations

• Improvement on Monte Carlo estimation of HPD intervals
• Testing a Fourier-accelerated hybrid Monte Carlo algorithm
• Constrained-realization Monte-Carlo method for hypothesis testing
• An extension of Monte Carlo hypothesis tests
• Testing trivializing maps in the Hybrid Monte Carlo algorithm
• An algorithm to compute the power of Monte Carlo tests with guaranteed precision
• Optimal allocation of Monte Carlo simulations to multiple hypothesis tests
• Testing of mixing models for Monte Carlo probability density function simulations

Cited in

(3)

• Highest Posterior Density Credible Region and Minimum Area Confidence Region: The Bivariate Case
• A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances
• Simulation-efficient shortest probability intervals

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