Gibbs sampler by sampling-importance-resampling

DOI10.1007/s00190-006-0121-1zbMath1133.62316OpenAlexW3100647506MaRDI QIDQ2477783

Karl-Rudolf Koch

Publication date: 14 March 2008

Published in: Journal of Geodesy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00190-006-0121-1

zbMATH Keywords

Markov chain Monte Carlo methodGibbs samplerpositron emission tomographysampling-importance-resamplingdigital image smoothing

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Related Items (2)

Monte Carlo methods ⋮ Estimation of the inverted exponentiated Rayleigh distribution based on adaptive type II progressive hybrid censored sample

Uses Software

• BayesDA

Cites Work

• Optimization by Simulated Annealing
• Biases and accuracy of, and an alternative to, discrete nonlinear filters
• Gibbs sampler for computing and propagating large covariance matrices
• Nonlinear filtering of continuous systems: foundational problems and new results
• Integration of the Monte Carlo covariance estimation strategy into tailored solution procedures for large-scale least squares problems
• Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise
• Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Generalised Gibbs sampler and multigrid Monte Carlo for Bayesian computation
• Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling
• Efficient parametrisations for normal linear mixed models
• Robust Estimation of a Location Parameter
• Monte Carlo strategies in scientific computing
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Gibbs sampler by sampling-importance-resampling