Adaptive Gibbs samplers and related MCMC methods

DOI10.1214/11-AAP806zbMath1263.60067arXiv1101.5838MaRDI QIDQ1948684

Krzysztof Łatuszyński, Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date: 24 April 2013

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.5838

zbMATH Keywords

adaptive MCMCGibbs samplingMCMC estimation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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Uses Software

• Bioconductor
• BGX

Cites Work

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