Not every Gibbs sampler is a special case of the Metropolis–Hastings algorithm

DOI10.1080/03610926.2016.1228961zbMATH Open1386.60248OpenAlexW2524789634MaRDI QIDQ4598593FDOQ4598593

Authors: Douglas VanDerwerken 

Publication date: 15 December 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1228961

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zbMATH Keywords

Markov chain Monte CarloMetropolis-HastingsreversibilityGibbs samplingdetailed balance

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05)

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