Generalised Gibbs sampler and multigrid Monte Carlo for Bayesian computation

Biometrika

Volumn 87, Issue 2, 2000, Pages 353-369

  Liu, Jun S ^a   Sabatti, Chiara ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Auxiliary variable; Haar measure; Markov chain Monte Carlo; Monte Carlo bridging; Parameter expansion; Partial resampling; Reparameterisation; State space model; Stochastic differential equation; Transformation group; Unigrid method

Indexed keywords

EID: 33744665890     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/87.2.353     Document Type: Article

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