Explaining Adaptive Radial-Based Direction Sampling
2003-08-07
Research Paper
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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.
Keywords
Automatically Extracted Terms
- sampling
- transformation
- direction
- density
- target density
- target
- importance
- distribution
- algorithm
- method
- importance sampling
- distance
- parameter space
- adaptive
- round
- parameter
- integration
- direction i
- coordinate
- candidate
