Perfect Gibbs sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random vectors. We show that a perfect Gibbs sampling algorithm suggested in the literature is not always generating from the correct distribution. (author's abstract) / Series: Research Report Series / Department of Statistics and Mathematics
Identifer | oai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_974 |
Date | January 2006 |
Creators | Hörmann, Wolfgang, Leydold, Josef |
Publisher | Department of Statistics and Mathematics, WU Vienna University of Economics and Business |
Source Sets | Wirtschaftsuniversität Wien |
Language | English |
Detected Language | English |
Type | Paper, NonPeerReviewed |
Format | application/pdf |
Relation | http://epub.wu.ac.at/1528/ |
Page generated in 0.0126 seconds