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Statistical Multiple Integration
About this Title
Nancy Flournoy and Robert K. Tsutakawa, Editors
Publication: Contemporary Mathematics
Publication Year:
1991; Volume 115
ISBNs: 978-0-8218-5122-7 (print); 978-0-8218-7703-6 (online)
DOI: https://doi.org/10.1090/conm/115
MathSciNet review: 1117044
Table of Contents
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Front/Back Matter
Articles
- James Berger – Introduction
- D. K. Kahaner – A survey of existing multidimensional quadrature routines [MR 1117045]
- Alan Genz – Subregion adaptive algorithms for multiple integrals [MR 1117046]
- E. de Doncker and J. A. Kapenga – Parallel systems and adaptive integration [MR 1117047]
- Michael Mascagni – High-dimensional numerical integration and massively parallel computing [MR 1117048]
- Robert K. Tsutakawa – Multiple integration in Bayesian psychometrics [MR 1117049]
- Robert E. Kass, Luke Tierney and Joseph B. Kadane – Laplace’s method in Bayesian analysis
- Michael Evans – Adaptive importance sampling and chaining [MR 1117053]
- Peter Müller – Monte Carlo integration in general dynamic models [MR 1117054]
- Man-Suk Oh – Monte Carlo integration via importance sampling: dimensionality effect and an adaptive algorithm [MR 1117055]
- Vesna Lužar and Ingram Olkin – Comparison of simulation methods in the estimation of the ordered characteristic roots of a random covariance matrix [MR 1117056]
- John F. Monahan and Roger F. Liddle – A stationary stochastic approximation method [MR 1117057]
- Y. L. Tong – Inequalities and bounds for a class of multiple probability integrals, with applications [MR 1117058]
- V. K. Kaishev – A Gaussian cubature formula for the computation of generalized $B$-splines and its application to serial correlation [MR 1117059]
- J. P. Hardwick – Computational problems associated with minimizing the risk in a simple clinical trial [MR 1117060]
- James H. Albert – Discussion on Papers by Geweke, Wolpert, Evans, Oh, and Kass, Tierney, and Kadane
- Ramalingam Shanmugam – Comments on Computational Conveniences Discussed in the Articles by Evans, Geweke, Müller, and Kass-Tierney-Kadane
- Ingram Olkin – A Discussion of Papers by Genz, Tsutakawa, and Tong
- Nancy Flournoy – A Discussion of Papers by Luzar and Olkin, Kaishev, and Monahan and Liddle