| Description |
1 online resource (290 pages) |
| Series |
Contemporary Mathematics ; v. 115 |
|
Contemporary Mathematics
|
| Contents |
Contents -- Introduction -- A Survey of Existing Multidimensional Quadrature Routines -- Subregion Adaptive Algorithms for Multiple Integrals -- Parallel Systems and Adaptive Integration -- High-Dimensional Numerical Integration and Massively Parallel Computing -- Multiple Integration in Bayesian Psychometrics -- Laplace's Method in Bayesian Analysis -- Monte Carlo Integration in Bayesian Statistical Analysis -- Generic, Algorithmic Approaches to Monte Carlo Integration in Bayesian Inference -- Adaptive Importance Sampling and Chaining |
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Monte Carlo Integration in General Dynamic ModelsMonte Carlo Integration via Importance Sampling: Dimensionality Effect and an Adaptive Algorithm -- Comparison of Simulation Methods in the Estimation of the Ordered Characteristic Roots of a Random Covariance Matrix -- A Stationary Stochastic Approximation Method -- Inequalities and Bounds for a Class of Multiple Probability Integrals, with Applications -- A Gaussian Cubature Formula for the Computation of Generalized B-splines and its Application to Serial Correlation |
|
Computational Problems Associated with Minimizing the Risk in a Simple Clinical TrialDiscussion on Papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane -- Comments on Computational Conveniences Discussed in the Articlesby Evans, Geweke, Muller, and Kass-Tierney-Kadane -- A Discussion of Papers by Genz, Tsutakawa, and Tong -- A Discussion of Papers by Luzar and Olkin, Kaishev, and Monahan and Liddle |
| Notes |
Print version record |
| Subject |
Sampling (Statistics)
|
|
Multivariate analysis.
|
|
Numerical integration.
|
|
Bayesian statistical decision theory.
|
|
Multivariate Analysis
|
|
Bayesian statistical decision theory.
|
|
Multivariate analysis.
|
|
Numerical integration.
|
|
Sampling (Statistics)
|
| Form |
Electronic book
|
| Author |
Tsutakawa, Robert
|
| ISBN |
9780821877036 |
|
0821877038 |
|
