Template-Type: ReDIF-Paper 1.0
Author-Name: Bauwens, L.
Author-Name-Last: Bauwens
Author-Name-First: Luc
Author-Person: pba4
Author-Name: Bos, C.S.
Author-Name-Last: Bos
Author-Name-First: Charles
Author-Person: pbo94
Author-Name: van Dijk, H.K.
Author-Name-Last: van Dijk
Author-Name-First: Herman
Author-Person: pva325
Author-Name: van Oest, R.D.
Author-Name-Last: van Oest
Author-Name-First: Rutger
Title: Explaining Adaptive Radial-Based Direction Sampling
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.
Creation-Date: 2003-08-07
File-URL: https://repub.eur.nl/pub/1045/ei200337.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2003-37
Keywords: Markov Chain Monte Carlo, importance sampling, radial coordinates
Handle: RePEc:ems:eureir:1045