메뉴 건너뛰기




Volumn 10, Issue 2, 2001, Pages 206-215

Sampling truncated normal, beta, and gamma densities

Author keywords

Gibbs sampler; Latent variables; Uniform random variables

Indexed keywords


EID: 0035615238     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1198/10618600152627906     Document Type: Article
Times cited : (91)

References (12)
  • 3
    • 84950453504 scopus 로고
    • Bayesian AnalysisofConstrainedParameter andTruncated Data Problems Using Gibbs Sampling
    • Gelfand, A. E., Smith, A. F. M., andLee, T. M. (1992), “Bayesian AnalysisofConstrainedParameter andTruncated Data Problems Using Gibbs Sampling,” Journal of the American Statistical association, 87, 523-532.
    • (1992) Journal Of The American Statistical association , vol.87 , pp. 523-532
    • Gelfand, A.E.1    Smith, A.F.M.2    Lee, T.M.3
  • 4
    • 0000324169 scopus 로고
    • Adaptive Rejection Sampling for Gibbs Sampling
    • Gilks, W. R., and Wild, P. (1992), “Adaptive Rejection Sampling for Gibbs Sampling,” Applied Statistics, 41, 337-348.
    • (1992) Applied Statistics , vol.41 , pp. 337-348
    • Gilks, W.R.1    Wild, P.2
  • 5
    • 0032398552 scopus 로고    scopus 로고
    • Auxiliary Variable Methods for Markov Chain Monte Carlo Methods With Applications
    • Higdon, D. (1998), “Auxiliary Variable Methods for Markov Chain Monte Carlo Methods With Applications,” Journal of the American Statistical association, 93, 585-595.
    • (1998) Journal Of The American Statistical association , vol.93 , pp. 585-595
    • Higdon, D.1
  • 6
    • 21344454883 scopus 로고    scopus 로고
    • MonteCarlo Methodsfor ApproximatingaPosteriorHazard Rate Process
    • Laud, P. W., Smith, A. F. M., and Damien, P. (1996), “MonteCarlo Methodsfor ApproximatingaPosteriorHazard Rate Process,” Statistics and Computing, 6, 77-84.
    • (1996) Statistics and Computing , vol.6 , pp. 77-84
    • Laud, P.W.1    Smith, A.F.M.2    Damien, P.3
  • 7
    • 0000094543 scopus 로고    scopus 로고
    • Convergence of Markov Chain Monte Carlo Algorithms
    • J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, Oxford: Oxford University Press
    • Polson, N. G. (1996), “Convergence of Markov Chain Monte Carlo Algorithms,” in Bayesian Statistics 5, eds. J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, Oxford: Oxford University Press, pp. 297-321.
    • (1996) Bayesian Statistics , vol.5 , pp. 297-321
    • Polson, N.G.1
  • 8
    • 0001153986 scopus 로고
    • Simulation of Truncated Normal Variables
    • Robert, C. P. (1995), “Simulation of Truncated Normal Variables,” Statistics and Computing, 5, 121-125.
    • (1995) Statistics and Computing , vol.5 , pp. 121-125
    • Robert, C.P.1
  • 10
    • 33747349191 scopus 로고
    • Nonuniversal Critical Dynamics in Monte Carlo Simulations
    • Swendsen, R. H., and Wang, J. S. (1987), “Nonuniversal Critical Dynamics in Monte Carlo Simulations,” Physical Review Letters, 58, 86-88.
    • (1987) Physical Review Letters , vol.58 , pp. 86-88
    • Swendsen, R.H.1    Wang, J.S.2
  • 11
    • 0000576595 scopus 로고
    • Markov Chains for Exploring Posterior Distributions
    • (with discussion)
    • Tierney, L. (1994), “Markov Chains for Exploring Posterior Distributions” (with discussion), The Annals of Statistics, 22, 1701-1762.
    • (1994) The Annals of Statistics , vol.22 , pp. 1701-1762
    • Tierney, L.1
  • 12
    • 4243839021 scopus 로고
    • Bayesian Analysis of Linear and Nonlinear Population Models Using the Gibbs Sampler
    • Wakefield, J. C., Smith, A. F. M., Racine-Poon, A., and Gelfand, A. E. (1994), “Bayesian Analysis of Linear and Nonlinear Population Models Using the Gibbs Sampler,” AppliedStatistics, 43, 201-221
    • (1994) Appliedstatistics , vol.43 , pp. 201-221
    • Wakefield, J.C.1    Smith, A.F.M.2    Racine-Poon, A.3    Gelfand, A.E.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.