Implementing random scan Gibbs samplers

DOI10.1007/BF02736129zbMath1091.65011MaRDI QIDQ2488391

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

Publication date: 24 May 2006

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

zbMATH Keywords

simulationMarkov chain Monte Carlo methodGibbs samplerGaussian approximationmultivariate distributionadaptive sampler

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Optimizing random scan Gibbs samplers ⋮ Comment: On random scan Gibbs samplers ⋮ Asynchronous and Distributed Data Augmentation for Massive Data Settings ⋮ Adaptive Gibbs samplers and related MCMC methods ⋮ Geometric Ergodicity and Scanning Strategies for Two-Component Gibbs Samplers

Cites Work

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• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Equation of State Calculations by Fast Computing Machines

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