General Hit-and-Run Monte Carlo sampling for evaluating multidimensional integrals

Operations Research Letters

Volumn 19, Issue 4, 1996, Pages 161-169

  Chen, Ming Hui ^a   Schmeiser, Bruce W ^b  

^a Worcester Polytechnic Institute   (United States)

^b SCHOOL OF INDUSTRIAL ENGINEERING   (United States)

Author keywords

Bayesian posterior distribution; Gibbs sampler; Markov chain Monte Carlo; Metropolis's method; Simulation

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; INTEGRAL EQUATIONS; MARKOV PROCESSES; PROBABILITY DENSITY FUNCTION; SAMPLING;

BAYESIAN POSTERIOR DISTRIBUTIONS; GIBBS SAMPLER; METROPOLIS' METHOD;

MONTE CARLO METHODS;

EID: 0030260521     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6377(96)00030-2     Document Type: Article

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