Bauwens, Luc; Bos, Charles; van Dijk, Herman K.; van … - Faculteit der Economische Wetenschappen, Erasmus … - 2003
Adaptive radial-based direction sampling (ARDS) algorithms are specified for Bayesian analysis of models with nonelliptical, possibly, multimodal target distributions. A key step is a radial-based transformation to directions and distances. After the transformations a Metropolis-Hastings method...