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
✦ LIBER ✦
On a multivariate implementation of the Gibbs sampler
✍ Scribed by LA García-Cortés; D Sorensen
- Book ID
- 114998020
- Publisher
- BioMed Central
- Year
- 1996
- Tongue
- French
- Weight
- 582 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0999-193X
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York, J., Use of the Gibbs sampler in expert systems, Artificial Intelligence 56 (1992) 115-130. The use of the Gibbs sampler as an alternative to other methods of performing calculations on a (Bayesian) belief network is surveyed, with reference to similar work in statistical analysis of genetic p