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Volumn 59, Issue 2, 1997, Pages 291-317

Updating schemes, correlation structure, blocking and parameterization for the gibbs sampler

Author keywords

Bayesian inference; Blocking; Correlation structure; Gaussian distribution; Gibbs sampler; Markov chain Monte Carlo method; Markov random field; Parameterization; Random scan; Rates of convergence; Stochastic relaxation; Updating schemes

Indexed keywords


EID: 0000051645     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00070     Document Type: Article
Times cited : (336)

References (10)
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    • Amit, Y.1
  • 2
    • 44949272138 scopus 로고
    • On the rates of convergence of stochastic relaxation for Gaussian and Non-Gaussian distributions
    • _(1991) On the rates of convergence of stochastic relaxation for Gaussian and Non-Gaussian distributions. J. Multiv. Anal., 38, 82-99.
    • (1991) J. Multiv. Anal. , vol.38 , pp. 82-99
  • 3
    • 0000059712 scopus 로고
    • Comparing sweep strategies for stochastic relaxation
    • Amit, Y. and Grenander, U. (1991) Comparing sweep strategies for stochastic relaxation. J. Multiv. Anal., 37, 197-222.
    • (1991) J. Multiv. Anal. , vol.37 , pp. 197-222
    • Amit, Y.1    Grenander, U.2
  • 4
    • 84974115710 scopus 로고
    • Improving stochastic relaxation for Gaussian random fields
    • Barone, P. and Frigessi, A. (1990) Improving stochastic relaxation for Gaussian random fields. Probab. Engng Inform. Sci., 4, 369-389.
    • (1990) Probab. Engng Inform. Sci. , vol.4 , pp. 369-389
    • Barone, P.1    Frigessi, A.2
  • 5
    • 0141477361 scopus 로고
    • Bayesian computation and stochastic systems
    • Besag, J., Green, E., Higdon, D. and Mengersen, K. (1995) Bayesian computation and stochastic systems (with discussion). Statist. Sci., 10, 3-66.
    • (1995) Statist. Sci. , vol.10 , pp. 3-66
    • Besag, J.1    Green, E.2    Higdon, D.3    Mengersen, K.4
  • 6
    • 18244363783 scopus 로고
    • Diagnosing convergence of Markov chain Monte Carlo
    • Statistical Laboratory, University of Cambridge, Cambridge
    • Brooks, S. P. and Roberts, G. O. (1995) Diagnosing convergence of Markov chain Monte Carlo. Research Report 95-12. Statistical Laboratory, University of Cambridge, Cambridge.
    • (1995) Research Report , vol.95 , Issue.12
    • Brooks, S.P.1    Roberts, G.O.2
  • 7
    • 0030539336 scopus 로고    scopus 로고
    • Markov chain Monte Carlo convergence diagnostics: A comparative review
    • Cowles, M. K. and Carlin, B. P. (1996) Markov chain Monte Carlo convergence diagnostics: a comparative review. J. Am. Statist. Ass., 91, 883-904.
    • (1996) J. Am. Statist. Ass. , vol.91 , pp. 883-904
    • Cowles, M.K.1    Carlin, B.P.2
  • 8
    • 0030518377 scopus 로고    scopus 로고
    • Coordinate selection rules for Gibbs sampling
    • Fishman, G. S. (1996) Coordinate selection rules for Gibbs sampling. Ann. Appl. Probab., 6, 444-465.
    • (1996) Ann. Appl. Probab. , vol.6 , pp. 444-465
    • Fishman, G.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.