Skip to main content
Journal cover image

An iterative Monte Carlo method for nonconjugate Bayesian analysis

Publication ,  Journal Article
Carlin, BP; Gelfand, AE
Published in: Statistics and Computing
December 1, 1991

The Gibbs sampler has been proposed as a general method for Bayesian calculation in Gelfand and Smith (1990). However, the predominance of experience to date resides in applications assuming conjugacy where implementation is reasonably straightforward. This paper describes a tailored approximate rejection method approach for implementation of the Gibbs sampler when nonconjugate structure is present. Several challenging applications are presented for illustration. © 1991 Chapman & Hall.

Duke Scholars

Published In

Statistics and Computing

DOI

EISSN

1573-1375

ISSN

0960-3174

Publication Date

December 1, 1991

Volume

1

Issue

2

Start / End Page

119 / 128

Related Subject Headings

  • Statistics & Probability
  • 0802 Computation Theory and Mathematics
  • 0104 Statistics
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Carlin, B. P., & Gelfand, A. E. (1991). An iterative Monte Carlo method for nonconjugate Bayesian analysis. Statistics and Computing, 1(2), 119–128. https://doi.org/10.1007/BF01889986
Carlin, B. P., and A. E. Gelfand. “An iterative Monte Carlo method for nonconjugate Bayesian analysis.” Statistics and Computing 1, no. 2 (December 1, 1991): 119–28. https://doi.org/10.1007/BF01889986.
Carlin BP, Gelfand AE. An iterative Monte Carlo method for nonconjugate Bayesian analysis. Statistics and Computing. 1991 Dec 1;1(2):119–28.
Carlin, B. P., and A. E. Gelfand. “An iterative Monte Carlo method for nonconjugate Bayesian analysis.” Statistics and Computing, vol. 1, no. 2, Dec. 1991, pp. 119–28. Scopus, doi:10.1007/BF01889986.
Carlin BP, Gelfand AE. An iterative Monte Carlo method for nonconjugate Bayesian analysis. Statistics and Computing. 1991 Dec 1;1(2):119–128.
Journal cover image

Published In

Statistics and Computing

DOI

EISSN

1573-1375

ISSN

0960-3174

Publication Date

December 1, 1991

Volume

1

Issue

2

Start / End Page

119 / 128

Related Subject Headings

  • Statistics & Probability
  • 0802 Computation Theory and Mathematics
  • 0104 Statistics