Markov Chains for Exploring Posterior Distributions

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Markov Chains for Exploring Posterior Distributions

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...

متن کامل

Markov chains for exploring posterior distributions " by LukeTierney

We congratulate Luke Tierney for this paper, which even before its appearance has done a valuable service in clarifying both theory and practice in this important area. For example, the discussion of combining strategies in Section 2.4 helped researchers break away from pure Gibbs sampling in 1991; it was, for example, part of the reasoning that lead to the \Metropolis-coupled" scheme of Geyer ...

متن کامل

Practice of Epidemiology Bayesian Posterior Distributions Without Markov Chains

Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC)methods. However, MCMCmethods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases an...

متن کامل

Limiting Distributions in Markov Chains

One of the principal questions involving Markov chains is what are the long-time (asymptotic) properties of the chain? Before we can formulate the question precisely, we need to introduce some ideas. Suppose we have a Markov chain {Xn}n∈N on a finite or countable state space S with transition probabilities Pi,j = P (Xn+1 = j | Xn = i), i, j ∈ S. We let N denote the number of elements in S (note...

متن کامل

Quasistationary Distributions for Continuous-Time Markov Chains

Quasistationary Distributions for Continuous-Time Markov Chains – p.1

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 1994

ISSN: 0090-5364

DOI: 10.1214/aos/1176325750