Sampling-based approaches to calculating marginal densities
Publication
, Journal Article
Gelfand, AE; Smith, AFM
Published in: Journal of the American Statistical Association
January 1, 1990
Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions. The three approaches will be reviewed, compared, and contrasted in relation to various joint probability structures frequently encountered in applications. In particular, the relevance of the approaches to calculating Bayesian posterior densities for a variety of structured models will be discussed and illustrated. © 1990 Taylor & Francis Group, LLC.
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Published In
Journal of the American Statistical Association
DOI
EISSN
1537-274X
ISSN
0162-1459
Publication Date
January 1, 1990
Volume
85
Issue
410
Start / End Page
398 / 409
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1603 Demography
- 1403 Econometrics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Gelfand, A. E., & Smith, A. F. M. (1990). Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association, 85(410), 398–409. https://doi.org/10.1080/01621459.1990.10476213
Gelfand, A. E., and A. F. M. Smith. “Sampling-based approaches to calculating marginal densities.” Journal of the American Statistical Association 85, no. 410 (January 1, 1990): 398–409. https://doi.org/10.1080/01621459.1990.10476213.
Gelfand AE, Smith AFM. Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association. 1990 Jan 1;85(410):398–409.
Gelfand, A. E., and A. F. M. Smith. “Sampling-based approaches to calculating marginal densities.” Journal of the American Statistical Association, vol. 85, no. 410, Jan. 1990, pp. 398–409. Scopus, doi:10.1080/01621459.1990.10476213.
Gelfand AE, Smith AFM. Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association. 1990 Jan 1;85(410):398–409.
Published In
Journal of the American Statistical Association
DOI
EISSN
1537-274X
ISSN
0162-1459
Publication Date
January 1, 1990
Volume
85
Issue
410
Start / End Page
398 / 409
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1603 Demography
- 1403 Econometrics
- 0104 Statistics