An iterative Monte Carlo method for nonconjugate Bayesian analysis
نویسندگان
چکیده
منابع مشابه
An iterative Monte Carlo method for nonconjugate Bayesian analysis
The Gibbs sampler has been proposed as a general method for Bayesian calculation in Gelfand and Smith (1990). However, the predominance of experience to date resides in applications assuming conjugacy where implementation is reasonably straightforward. This paper describes a tailored approximate rejection method approach for implementation of the Gibbs sampler when nonconjugate structure is pre...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 1991
ISSN: 0960-3174,1573-1375
DOI: 10.1007/bf01889986