Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution

DOI10.1111/j.1467-9469.2006.00467.xzbMath1122.65013OpenAlexW2119181060MaRDI QIDQ3411057

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Publication date: 8 December 2006

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00467.x

zbMATH Keywords

numerical resultsGibbs samplerregenerationmixture representationsplit chainhierarchical linear mixed modelMarkov chain Monte Carlo (MCMC)-like technique

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (5)

Regenerative Markov Chain Monte Carlo for Any Distribution ⋮ Assessing and Visualizing Simultaneous Simulation Error ⋮ Exact sampling for intractable probability distributions via a Bernoulli factory ⋮ Gibbs sampling for a Bayesian hierarchical general linear model ⋮ Markov chain Monte Carlo estimation of quantiles

Uses Software

• R

Cites Work

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