Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates

DOI10.1515/mcma-2022-2121OpenAlexW3211811652MaRDI QIDQ2101125

Caleb Miller, Jem N. Corcoran

Publication date: 28 November 2022

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.15452

zbMATH Keywords

order statisticsGibbs samplingperfect samplingBayesian PCA

Mathematics Subject Classification ID

Bayesian inference (62F15) Order statistics; empirical distribution functions (62G30) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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