Numerical approximation of conditional asymptotic variances using Monte Carlo simulation.

Tak K. Mak Fassil Nebebe

Published in: Comput. Stat. (2009)

Keyphrases

monte carlo simulation
monte carlo
markov chain
marginal likelihood
model selection
numerical calculation
central limit theorem
error bounds
sensitivity analysis
approximation error
additive model
approximation algorithms
random field model
multiscale
worst case
approximation methods