Optimizing random scan Gibbs samplers

Journal of Multivariate Analysis

Volumn 97, Issue 10, 2006, Pages 2071-2100

  Levine, Richard A ^a   Casella, George ^b  

^a SAN DIEGO STATE UNIVERSITY   (United States)

^b UNIVERSITY OF FLORIDA   (United States)

Author keywords

Adaptive sweep strategies; Decision theory; Deterministic scan Gibbs sampler; Markov chain Monte Carlo; Minimax risk

Indexed keywords

EID: 33749148329     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.05.008     Document Type: Article

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