Connectedness conditions for the convergence of the Gibbs sampler
โ Scribed by J.P. Hobert; C.P. Robert; C. Goutis
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 363 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The geometrical convergence of the Gibbs sampler for simulating a probability distribution in R d is proved. The distribution has a density which is a bounded perturbation of a log-concave function and satisfies some growth conditions. The analysis is based on a representation of the Gibbs sampler a
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In this paper, we analyse the biochemical oxygen demand (BOD) data collected over 2 years from McDowell Creek, Charlotte, NC, by fitting a trigonometric time series model to the data via a Kalman filter and by using the Gibbs sampler. Some graphical diagnostic tools are applied to monitor the conver