This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Explaining Adaptive Radial-Based Direction Sampling

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Bauwens, L.
Bos, C.S.
Dijk, H.K. van
Oest, R.D. van (Erasmus Econometric Institute)

Additional information is available for the following registered author(s):

Abstract

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.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://hdl.handle.net/1765/1045
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 2003-37 Revision_Date: 2010-01-06.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 07 Aug 2003
Date of revision:
Handle: RePEc:dgr:eureir:1765001045

Contact details of provider:
Web page: http://www.few.eur.nl/few

For technical questions regarding this item, or to correct its listing, contact: (Anneke Kop).

Related research
Keywords: Markov Chain Monte Carlo; importance sampling; radial coordinates;

Statistics
Access and download statistics

Did you know? RePEc data is maintained by each archive holder on its own website. Nothing is held centrally.

This page was last updated on 2010-1-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.