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.

Markov Chain Monte Carlo, importance sampling, radial coordinates
Econometric Institute Research Papers
Erasmus School of Economics

Bauwens, L, Bos, C.S, van Dijk, H.K, & van Oest, R.D. (2003). Explaining Adaptive Radial-Based Direction Sampling (No. EI 2003-37). Econometric Institute Research Papers. Retrieved from