A quasirandom approach to integration in Bayesian statistics

DOI10.1214/aos/1176350842zbMath0645.62043OpenAlexW1993759002WikidataQ105084528 ScholiaQ105084528MaRDI QIDQ1103292

J. Ewart H. Shaw

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350842

zbMATH Keywords

posterior distributionsquasirandom sequences

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical integration (65D30) General theory of distribution modulo (1) (11K06) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Topographical multilevel single linkage, A Bayesian estimation of factor score in confirmatory factor model with polytomous, censored or truncated data, Modified controlled random search algorithms, Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games, From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s, Alternative sampling methods for estimating multivariate normal probabilities, Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients, Quasi-Random Sampling Importance Resampling, Exploring economic time series: a Bayesian graphical approach, Variance reduction order using good lattice points in Monte Carlo methods, Discrepancy with respect to kaplan-meier estimator, A method for exact calculation of the discrepancy of low-dimensional finite point sets. I, Bayesian Numerical Homogenization

Uses Software

• AS 183