Understanding the metropolis-hastings algorithm

American Statistician

Volumn 49, Issue 4, 1995, Pages 327-335

  Chib, Siddhartha ^a   Greenberg, Edward ^b  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

^b WASHINGTON UNIVERSITY   (United States)

Author keywords

Gibbs sampling; Markov chain Monte Carlo; Multivariate density simulation; Reversible Markov chains

Indexed keywords

EID: 32344446687     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1995.10476177     Document Type: Article

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