Year: 2013
Type: preprint
Abstract: We present a modified Gibbs sampler for general state spaces. We establish that this modification can lead to substantial gains in statistical efficiency while maintaining the overall quality of convergence. We illustrate our results in two examples including a toy Normal-Normal model and a Bayesian version of the random effects model.
Source: arXiv (Cornell University)
Authors: Johnson, Alicia A., Flegal, James M.
Institutions: Macalester College, University of California, Riverside
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W1526027306