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
- 4905 Statistics
- 4903 Numerical and computational mathematics
- 4901 Applied mathematics
- 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.
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
- 4905 Statistics
- 4903 Numerical and computational mathematics
- 4901 Applied mathematics
- 0802 Computation Theory and Mathematics
- 0104 Statistics