GPU-accelerated Gibbs sampling: a case study of the Horseshoe Probit model
Work
Year: 2018
Type: article
Abstract: Gibbs sampling is a widely used Markov chain Monte Carlo (MCMC) method for numerically approximating integrals of interest in Bayesian statistics and other mathematical sciences. Many implementations ... more
Source: Statistics and Computing
Authors Alexander Terenin, Subo Dong, David Draper
Cites: 53
Cited by: 28
Related to: 10
FWCI: 4.311
Citation percentile (by year/subfield): 91.41
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $2,690
Funder National Science Foundation
Grant ID OAC-1541270