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Statistical multiple integration : [electronic resource] proceedings of a joint summer research conference held at Humboldt University, June 17-23, 1989 / Nancy Flournoy, Robert K. Tsutakawa, editors.

By: AMS-IMS-SIAM Joint Summer Research Conference on Statistical Multiple Integration (1989 : Humboldt University)Contributor(s): Flournoy, Nancy, 1947- | Tsutakawa, Robert K | American Mathematical Society | Institute of Mathematical Statistics | Society for Industrial and Applied MathematicsMaterial type: Text

TextSeries: Contemporary mathematics (American Mathematical Society) ; v. 115.Publication details: Providence, R.I. : American Mathematical Society, c1991Description: 1 online resource (xii, 276 p. : ill.)ISBN: 9780821877036 (online)Subject(s): Sampling (Statistics) | Multivariate analysis | Numerical integration | Bayesian statistical decision theoryAdditional physical formats: Statistical multiple integration :DDC classification: 519.5 LOC classification: QA276.7 | .A47 1989Online resources: Contents | Contents

Contents:

Introduction / James Berger -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/01 A survey of existing multidimensional quadrature routines / D. K. Kahaner -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117045 Subregion adaptive algorithms for multiple integrals / Alan Genz -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117046 Parallel systems and adaptive integration / E. de Doncker and J. A. Kapenga -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117047 High-dimensional numerical integration and massively parallel computing / Michael Mascagni -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117048 Multiple integration in Bayesian psychometrics / Robert K. Tsutakawa -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117049 Laplace's method in Bayesian analysis / Robert E. Kass, Luke Tierney and Joseph B. Kadane -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/07 Adaptive importance sampling and chaining / Michael Evans -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117053 Monte Carlo integration in general dynamic models / Peter M�uller -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117054 Monte Carlo integration via importance sampling: dimensionality effect and an adaptive algorithm / Man-Suk Oh -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117055 Comparison of simulation methods in the estimation of the ordered characteristic roots of a random covariance matrix / Vesna Lu�zar and Ingram Olkin -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117056 A stationary stochastic approximation method / John F. Monahan and Roger F. Liddle -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117057 Inequalities and bounds for a class of multiple probability integrals, with applications / Y. L. Tong -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117058 A Gaussian cubature formula for the computation of generalized $B$-splines and its application to serial correlation / V. K. Kaishev -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117059 Computational problems associated with minimizing the risk in a simple clinical trial / J. P. Hardwick -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/1117060 Discussion on Papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane / James H. Albert -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/14 Comments on Computational Conveniences Discussed in the Articles by Evans, Geweke, M�uller, and Kass-Tierney-Kadane / Ramalingam Shanmugam -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/15 A Discussion of Papers by Genz, Tsutakawa, and Tong / Ingram Olkin -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/16 A Discussion of Papers by Luzar and Olkin, Kaishev, and Monahan and Liddle / Nancy Flournoy -- http://www.ams.org/conm/115/ http://dx.doi.org/10.1090/conm/115/17

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Proceedings of the AMS-IMS-SIAM Joint Summer Research Conference on Statistical Multiple Integration.

Includes bibliographical references.

Introduction / James Berger -- A survey of existing multidimensional quadrature routines / D. K. Kahaner -- Subregion adaptive algorithms for multiple integrals / Alan Genz -- Parallel systems and adaptive integration / E. de Doncker and J. A. Kapenga -- High-dimensional numerical integration and massively parallel computing / Michael Mascagni -- Multiple integration in Bayesian psychometrics / Robert K. Tsutakawa -- Laplace's method in Bayesian analysis / Robert E. Kass, Luke Tierney and Joseph B. Kadane -- Adaptive importance sampling and chaining / Michael Evans -- Monte Carlo integration in general dynamic models / Peter M�uller -- Monte Carlo integration via importance sampling: dimensionality effect and an adaptive algorithm / Man-Suk Oh -- Comparison of simulation methods in the estimation of the ordered characteristic roots of a random covariance matrix / Vesna Lu�zar and Ingram Olkin -- A stationary stochastic approximation method / John F. Monahan and Roger F. Liddle -- Inequalities and bounds for a class of multiple probability integrals, with applications / Y. L. Tong -- A Gaussian cubature formula for the computation of generalized $B$-splines and its application to serial correlation / V. K. Kaishev -- Computational problems associated with minimizing the risk in a simple clinical trial / J. P. Hardwick -- Discussion on Papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane / James H. Albert -- Comments on Computational Conveniences Discussed in the Articles by Evans, Geweke, M�uller, and Kass-Tierney-Kadane / Ramalingam Shanmugam -- A Discussion of Papers by Genz, Tsutakawa, and Tong / Ingram Olkin -- A Discussion of Papers by Luzar and Olkin, Kaishev, and Monahan and Liddle / Nancy Flournoy --