Analysis of the Gibbs Sampler for Hierarchical Inverse Problems
نویسندگان
چکیده
منابع مشابه
Bayesian analysis of outlier problems using the Gibbs sampler
We consider the Bayesian analysis of outlier models. We show that the Gibbs sampler brings considerable conceptual and computational simplicity to the problem of calculating posterior marginals. Although other techniques for finding posterior marginals are available, the Gibbs sampling approach is notable for its ease of implementation. Allowing the probability of an outlier to he unknown intro...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2014
ISSN: 2166-2525
DOI: 10.1137/130944229