Explaining Adaptive Radial-Based Direction Sampling

In this short paper we summarize the computational steps of Adaptive Radial-Based Direction Sampling (ARDS), which can be used for Bayesian analysis of ill behaved target densities. We consider one simulation experiment in order to illustrate the good performance of ARDS relative to the independence chain MH algorithm and importance sampling.

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Year of publication:	2003-08-07
Authors:	Bauwens, Luc ; Bos, Charles ; van Dijk, Herman K. ; van Oest, van Oest, R.D.
Institutions:	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Subject:	Markov Chain Monte Carlo \| importance sampling \| radial coordinates

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Extent:	application/pdf
Series:	Econometric Institute Research Papers. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:ems:eureir Number EI 2003-37
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010731736