Highly non-elliptical posterior distributions may occur in several econometric models, in particular, when the … indirect sampling methods in these models, one has to find a good candidate density. In a recent paper - Hoogerheide, Kaashoek … sophisticated neural network simulation techniques is explored. In all examples considered in this paper – a bimodal distribution of …

Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill … the location and scale.Tested on a set of canonical models that feature nearnon-identifiability, strong correlation, and …

Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlo method for Bayesian analysis of models with ill … is applied to update the location and scale.<BR> Tested on a set of canonical models that feature near non …

Adaptive Polar Sampling (APS) is proposed as a Markov chain Monte Carlomethod for Bayesian analysis of models with ill … the location and scale.Tested on a set of canonical models that feature nearnon-identifiability, strong correlation, and …

-1414.Important choices for efficient and accurate evaluation of marginal likelihoods by means of Monte Carlo simulation methods are … presented of possible advantages and limitations of different simulation techniques; of possible choices of candidate …

Strategic choices for efficient and accurate evaluation of marginal likelihoods by means of Monte Carlo simulation … possible advantages and limitations of different simulation techniques; of possible choices of candidate distributions and …

indicate heavy tails. In thispaper we construct models which enable a decision-maker to analyze theimplications of such time …