Antithetic acceleration of Monte Carlo integration in Bayesian inference

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dc.contributor.author Geweke, J
dc.date.accessioned 2011-02-07T06:26:22Z
dc.date.issued 1988
dc.identifier.citation Journal of Econometrics, 1988, 38 (1-2), pp. 73 - 89
dc.identifier.issn 0304-4076
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/13961
dc.description.abstract It is proposed to sample antithetically rather than randomly from the posterior density in Bayesian inference using Monte Carlo integration. Conditions are established under which the number of replications required with antithetic sampling relative to the number required with random sampling is inversely proportional to sample size, as sample size increases. The result is illustrated in an experiment using a bivariate vector autoregression. © 1988.
dc.language eng
dc.relation.isbasedon 10.1016/0304-4076(88)90027-9
dc.title Antithetic acceleration of Monte Carlo integration in Bayesian inference
dc.type Journal Article
dc.parent Journal of Econometrics
dc.journal.volume 1-2
dc.journal.volume 38
dc.journal.number 1-2 en_US
dc.publocation Amsterdam, The Netherlands en_US
dc.identifier.startpage 73 en_US
dc.identifier.endpage 90 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 140302 Econometric and Statistical Methods
dc.personcode 101228
dc.percentage 100 en_US
dc.classification.name Econometric and Statistical Methods en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
pubs.consider-herdc false
utslib.collection.history Closed (ID: 3)


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