Gibbs Sampling Will Fail in Outlier Problems with Strong Masking
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: Journal of Computational and Graphical Statistics
سال: 1996
ISSN: 1061-8600
DOI: 10.2307/1390779