Gibbs sampler by sampling-importance-resampling
نویسندگان
چکیده
منابع مشابه
A fast universal self-tuned sampler within Gibbs sampling
Bayesian inference often requires efficient numerical approximation algorithms, such as sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) methods. The Gibbs sampler is a well-known MCMC technique, widely applied in many signal processing problems. Drawing samples from univariate full-conditional distributions efficiently is essential for the practical application of the Gibbs sam...
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ژورنال
عنوان ژورنال: Journal of Geodesy
سال: 2007
ISSN: 0949-7714,1432-1394
DOI: 10.1007/s00190-006-0121-1