Perfect Samplers for Mixtures of Distributions

DOI10.1111/1467-9868.00360zbMath1067.62028WikidataQ56994712 ScholiaQ56994712MaRDI QIDQ4672161

George Casella, Kerrie L. Mengersen, Christian P. Robert Robert, Michael D. Titterington

Publication date: 29 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/6719

zbMATH Keywords

Gibbs sampling; slice sampling; Monotonicity; Coupling; Marginalization

Mathematics Subject Classification ID

62F15: Bayesian inference

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Cites Work

• Rates of convergence of the Hastings and Metropolis algorithms
• Mixture models, latent variables and partitioned importance sampling
• Exact sampling with coupled Markov chains and applications to statistical mechanics
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