Coordinate selection rules for Gibbs sampling
نویسندگان
چکیده
منابع مشابه
Coordinate Selection Rules for Gibbs Sampling
This paper studies several di erent plans for selecting coordinates for updating via Gibbs sampling. It exploits the inherent features of the Gibbs sampling formulation, most notably its neighborhood structure, to characterize and compare the plans with regard to convergence to equilibrium and variance of the sample mean. Some of the plans rely on completely or almost completely random coordina...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1996
ISSN: 1050-5164
DOI: 10.1214/aoap/1034968139