Alternating Subspace-Spanning Resampling to Accelerate Markov Chain Monte Carlo Simulation

DOI10.1198/016214503388619148zbMath1045.65002OpenAlexW1981043255MaRDI QIDQ4468529

Chuanhai Liu

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214503388619148

zbMATH Keywords

Gibbs samplerBayesian estimationdata augmentation algorithmMarkov chain Monte Carlo sampling algorithmsalternating subspace-spanning resamplingfractionated experiments

Mathematics Subject Classification ID

Censored data models (62N01) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (4)

Efficient estimation of the link function parameter in a robust Bayesian binary regression model ⋮ Parameter expansion and efficient inference ⋮ A Correlated Network Scale-up Model: Finding the Connection Between Subpopulations ⋮ Strategies for Fitting Large, Geostatistical Data in MCMC Simulation

This page was built for publication: Alternating Subspace-Spanning Resampling to Accelerate Markov Chain Monte Carlo Simulation