Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85449
Authors: 
Bauwens, Luc
Bos, Charles S.
van Dijk, Herman K.
Year of Publication: 
1998
Series/Report no.: 
Tinbergen Institute Discussion Paper 98-071/4
Abstract: 
Adaptive Polar Sampling is proposed as an algorithm where random drawings aredirectly generated from the target function (posterior) in all-but-onedirections of the parameter space. The method is based on the mixed integrationtechnique of Van Dijk, Kloek & Boender (1985) but extends this one by replacingthe one-dimensional quadrature step by Monte Carlo simulation from thisone-dimensional distribution function.The method is particularly suited for the analysis of ill-behaved surfaces. Anillustrative example shows the feasibility of the algorithm.
Subjects: 
Markov Chain Monte Carlo sampling
Ill-behaved surfaces
Polar coordinates
Document Type: 
Working Paper

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