Statistical multiple integration : proceedings of a joint research conference held at Humboldt University, June 17-23, 1989

Statistical multiple integration : proceedings of a joint research conference held at Humboldt University, June 17-23, 1989 /

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Bibliographic Details
Corporate Authors: AMS-IMS-SIAM Joint Summer Research Conference on Statistical Multiple Integration Humboldt University, American Mathematical Society, Institute of Mathematical Statistics, Society for Industrial and Applied Mathematics
Other Authors: Flournoy, Nancy, 1947-, Tsutakawa, Robert K.
Format: Conference Proceeding Book
Language:English
Published: Providence, R.I. : American Mathematical Society, [1991]
Series:Contemporary mathematics (American Mathematical Society) ; v. 115.
Subjects:
Sampling (Statistics)
Multivariate analysis.
Numerical integration.
Bayesian statistical decision theory.
Table of Contents:
  • 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 integrationn in Bayesian psychometrics / Robert K. Tsutakawa
  • Laplace's method in Bayesian analysis / Robert E. Kass, Luke Tierney, and Joseph B. Kadane
  • Monte Carlo integration in Bayesian statistical analysis / Robert L. Wolpert
  • Generic, algorithmic approaches to Monte Carlo integration in Bayesian inference / John Geweke
  • Adaptive importance sampling and chaining / Michael Evans
  • Monte Carlo integration in general dynamic models / Peter Müller
  • Monte Carlo integration via importance sampling : dimensionality effæct 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 Luzar 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, Müller, 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

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