Statistical multiple integration : proceedings of a joint summer research conference held at Humboldt University, June 17-23, 1989 / [electronic resource]
Nancy Flournoy, Robert K. Tsutakawa, editors.
- Providence, R.I. : American Mathematical Society, c1991.
- 1 online resource (xii, 276 p. : ill.)
- Contemporary mathematics, v. 115 0271-4132 (print); 1098-3627 (online); .
- Contemporary mathematics (American Mathematical Society) ; v. 115. .
Proceedings of the AMS-IMS-SIAM 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 / High-dimensional 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 $B$-splines 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, M�uller, and Kass-Tierney-Kadane / 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 M�uller -- Man-Suk Oh -- Vesna Lu�zar 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 -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/01 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117045 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117046 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117047 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117048 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117049 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/07 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117053 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117054 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117055 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117056 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117057 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117058 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117059 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117060 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/14 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/15 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/16 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/17
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012
Mode of access : World Wide Web
9780821877036 (online)
Sampling (Statistics)
Multivariate analysis.
Numerical integration.
Bayesian statistical decision theory.
QA276.7 / .A47 1989
519.5
Proceedings of the AMS-IMS-SIAM 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 / High-dimensional 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 $B$-splines 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, M�uller, and Kass-Tierney-Kadane / 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 M�uller -- Man-Suk Oh -- Vesna Lu�zar 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 -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/01 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117045 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117046 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117047 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117048 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117049 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/07 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117053 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117054 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117055 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117056 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117057 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117058 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117059 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117060 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/14 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/15 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/16 http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/17
Access is restricted to licensed institutions
Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2012
Mode of access : World Wide Web
9780821877036 (online)
Sampling (Statistics)
Multivariate analysis.
Numerical integration.
Bayesian statistical decision theory.
QA276.7 / .A47 1989
519.5