LGM split sampler: an efficient MCMC sampling scheme for latent Gaussian models
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Publication:2218042
DOI10.1214/19-STS727OpenAlexW3033213979MaRDI QIDQ2218042
Óli Páll Geirsson, Helgi Sigurdarson, Birgir Hrafnkelsson, Daniel P. Simpson
Publication date: 12 January 2021
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1591171228
Markov chain Monte CarloGibbs samplinglatent Gaussian modelsBayesian hierarchical modelsposterior simulation
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