Behaviour of the Gibbs sampler when conditional distributions are potentially incompatible

DOI10.1080/00949655.2014.968159MaRDI QIDQ5222282zbMATH OpenOpenAlexWikidataFDO

Authors Shyh-Huei Chen, Edward H. Ip

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc4572746

zbMATH Keywords

Gibbs samplerGibbs chainpotentially incompatible conditional-specified distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 1294360 (Why is no real title available?)
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• Epidemiology and medical statistics
• Exact and near compatibility of discrete conditional distributions
• Fully conditional specification in multivariate imputation
• Gibbs ensembles for nearly compatible and incompatible conditional models
• Lectures on Monte Carlo methods
• Markov Chains
• Monte Carlo sampling methods using Markov chains and their applications
• Non-negative matrices and Markov chains. 2nd ed
• Optimizing random scan Gibbs samplers
• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(12)

• A monotone data augmentation algorithm for multivariate nonnormal data: with applications to controlled imputations for longitudinal trials
• Pseudo-Gibbs sampler for discrete conditional distributions
• Simulating conditionally specified models
• Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?
• Insufficient Gibbs sampling
• Likelihood-free approximate Gibbs sampling
• Extending balance assessment for the generalized propensity score under multiple imputation
• Fully conditional specification in multivariate imputation
• A perfect sampling method for exponential family random graph models
• Gibbs ensembles for nearly compatible and incompatible conditional models
• Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions
• Full conditional distributions for Bayesian multilevel models with additive or interactive effects and missing data on covariates

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