Statistical multiple integration : proceedings of a joint summer research conference held at Humboldt University, June 1723, 1989
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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 plines and its application to serial correlation ; Computational problems associated with minimizing the risk in a simple clinical trial ; Discussion on Papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane ; Comments on Computational Conveniences Discussed in the Articles by Evans, Geweke, Muller, and KassTierneyKadane ; A Discussion of Papers by Genz, Tsutakawa, and Tong ; A Discussion of Papers by Luzar and Olkin, Kaishev, and Monahan and Liddle 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
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