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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...
Persistent link: https://www.econbiz.de/10010731663
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...
Persistent link: https://www.econbiz.de/10010731736
Adaptive Polar Sampling (APS) algorithms are proposed for Bayesian analysis of models with nonelliptical, possibly, multimodal posterior distributions. A location-scale transformation and a transformation to polar coordinates are used. After the transformation to polar coordinates, a...
Persistent link: https://www.econbiz.de/10010837708
Persistent link: https://www.econbiz.de/10005706627