Tabla de Contenidos:
  • Contents
  • 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
  • Monte Carlo Integration in Bayesian Statistical Analysis
  • Generic, Algorithmic Approaches to Monte Carlo Integration in Bayesian Inference
  • Adaptive Importance Sampling and Chaining
  • Monte Carlo Integration in General Dynamic ModelsMonte 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 TrialDiscussion on Papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane
  • Comments on Computational Conveniences Discussed in the Articlesby Evans, Geweke, Muller, 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