Hoogerheide, Lennart F. (contributor); … - 2005
contours using
Monte Carlo integration methods like importance sampling or Markov chain Monte Carlo procedures
the speed of the …, Markov chain Monte Carlo,
neural networks, Bayesian inference, credible sets. JEL classi cation: C11, C15, C45
1 Introduction … highly non-elliptical contours.
When approximating such non-standard contours using Monte Carlo integration methods like …