Optimizing random scan Gibbs samplers

DOI10.1016/J.JMVA.2006.05.008zbMATH Open1101.62087OpenAlexW2047040233MaRDI QIDQ853941FDOQ853941

Authors: Richard A. Levine, George Casella 

Publication date: 7 December 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.05.008

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zbMATH Keywords

Markov chain Monte Carlodecision theoryminimax riskadaptive sweep strategiesdeterministic scan Gibbs sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40) Asymptotic distribution theory in statistics (62E20) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Implementing random scan Gibbs samplers

Cited In (15)

• Gibbs ensembles for nearly compatible and incompatible conditional models
• Geometric ergodicity and scanning strategies for two-component Gibbs samplers
• On random- and systematic-scan samplers
• A note on Markov chain Monte Carlo sweep strategies
• Adaptive Gibbs samplers and related MCMC methods
• Behaviour of the Gibbs sampler when conditional distributions are potentially incompatible
• Implementing componentwise Hastings algorithms
• The Gibbs cloner for combinatorial optimization, counting and sampling
• Simulating large Gaussian random vectors subject to inequality constraints by Gibbs sampling
• A Fresh Look at the Running Time Analysis for the Gibbs Sampler
• Comment: On random scan Gibbs samplers
• Implementing random scan Gibbs samplers
• Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
• Optimal direction Gibbs sampler for truncated multivariate normal distributions
• The generalized Gibbs sampler and the neigborhood sampler

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