Implementing random scan Gibbs samplers

DOI10.1007/BF02736129zbMath1091.65011MaRDI QIDQ2488391

Richard A. Levine, Zhaoxia Yu, William G. Hinley, John J. Mitao

Publication date: 24 May 2006

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

simulation; Markov chain Monte Carlo method; Gibbs sampler; Gaussian approximation; multivariate distribution; adaptive sampler

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62D05: Sampling theory, sample surveys

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

62J10: Analysis of variance and covariance (ANOVA)

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Optimizing random scan Gibbs samplers

Cites Work

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