Statistical multiple integration : proceedings of a joint summer research conference held at Humboldt University, June 1723, 1989
- Providence, R.I. : American Mathematical Society, c1991
- 1 online resource (xii, 276 p. : ill.)
- Contemporary mathematics v. 115 10983627 .
Proceedings of the AMSIMSSIAM Joint Summer Research Conference on Statistical Multiple Integration.
Includes bibliographical references.
Introduction ; A survey of existing multidimensional quadrature routines ; Subregion adaptive algorithms for multiple integrals ; Parallel systems and adaptive integration ; Highdimensional numerical integration and massively parallel computing ; Multiple integration in Bayesian psychometrics ; Laplace's method in Bayesian analysis ; Adaptive importance sampling and chaining ; Monte Carlo integration in general dynamic models ; Monte 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 James Berger ; D K Kahaner ; Alan Genz ; E de Doncker and J A Kapenga ; Michael Mascagni ; Robert K Tsutakawa ; Robert E Kass Luke Tierney and Joseph B Kadane ; Michael Evans ; Peter Muller ; ManSuk Oh ; Vesna Luzar and Ingram Olkin ; John F Monahan and Roger F Liddle ; Y L Tong ; V K Kaishev ; J P Hardwick ; James H Albert ; Ramalingam Shanmugam ; Ingram Olkin ; Nancy Flournoy
9780821877036 (online)
Bayesian statistical decision theory
Multivariate analysis
Numerical integration
Sampling (Statistics)
Proceedings of the AMSIMSSIAM Joint Summer Research Conference on Statistical Multiple Integration.
Includes bibliographical references.
Introduction ; A survey of existing multidimensional quadrature routines ; Subregion adaptive algorithms for multiple integrals ; Parallel systems and adaptive integration ; Highdimensional numerical integration and massively parallel computing ; Multiple integration in Bayesian psychometrics ; Laplace's method in Bayesian analysis ; Adaptive importance sampling and chaining ; Monte Carlo integration in general dynamic models ; Monte 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 James Berger ; D K Kahaner ; Alan Genz ; E de Doncker and J A Kapenga ; Michael Mascagni ; Robert K Tsutakawa ; Robert E Kass Luke Tierney and Joseph B Kadane ; Michael Evans ; Peter Muller ; ManSuk Oh ; Vesna Luzar and Ingram Olkin ; John F Monahan and Roger F Liddle ; Y L Tong ; V K Kaishev ; J P Hardwick ; James H Albert ; Ramalingam Shanmugam ; Ingram Olkin ; Nancy Flournoy
9780821877036 (online)
Bayesian statistical decision theory
Multivariate analysis
Numerical integration
Sampling (Statistics)