Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
From MaRDI portal
Publication:1886281
DOI10.1016/j.jeconom.2003.12.002zbMath1085.62028OpenAlexW2085524664MaRDI QIDQ1886281
Rutger D. van Oest, Luc Bauwens, Charles S. Bos, Hermann K. Van Dijk
Publication date: 18 November 2004
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://repub.eur.nl/pub/1722
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (10)
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks ⋮ Striated Metropolis-Hastings sampler for high-dimensional models ⋮ On Bayesian analysis and computation for functions with monotonicity and curvature restrictions ⋮ Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods ⋮ Unconstrained Cholesky-based parametrization of correlation matrices ⋮ A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood ⋮ Measures of global sensitivity in linear programming: applications in banking sector ⋮ Multi-objective optimization using statistical models ⋮ Importance sampling from posterior distributions using copula-like approximations ⋮ Bayesian inference for the mixed conditional heteroskedasticity model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Posterior moments computed by mixed integration
- Further experience in Bayesian analysis using Monte Carlo integration
- Convergence of adaptive direction sampling
- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Monte Carlo methods in Bayesian computation
- Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
- A Note on the Generation of Random Normal Deviates
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
- Using simulation methods for bayesian econometric models: inference, development,and communication
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- Spherical-Radial Integration Rules for Bayesian Computation
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Adaptive importance sampling in monte carlo integration
This page was built for publication: Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
