Spherical-Radial Integration Rules for Bayesian Computation

DOI10.2307/2965714zbMath0889.62019OpenAlexW4238850178MaRDI QIDQ4366244

John F. Monahan, A. C. Genz

Publication date: 18 November 1997

Full work available at URL: https://doi.org/10.2307/2965714

zbMATH Keywords

importance samplingrandomized numerical integration rule

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature ⋮ Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods ⋮ Spherical radial approximation for nested mixed effects models ⋮ Exact calculations for the repeated many-one test. ⋮ Evaluating nearly singular multinormal expectations with application to wave distributions ⋮ A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight ⋮ Dose-Finding Based on Efficacy-Toxicity Trade-Offs ⋮ Computationally efficient Monte Carlo EM algorithms for generalized linear mixed models

This page was built for publication: Spherical-Radial Integration Rules for Bayesian Computation