On the performance of the gibbs sampler for the multivariate normal distribution

DOI10.1080/03610929508831482zbMath0825.62268OpenAlexW2074302347MaRDI QIDQ4843927

Ulrich Menzefricke

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831482

zbMATH Keywords

Gibbs samplerautocorrelationmultivariate normal distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Simultaneous equations models in applied search theory
• Comparing sweep strategies for stochastic relaxation
• On rates of convergence of stochastic relaxation for Gaussian and non- Gaussian distributions
• Inference from iterative simulation using multiple sequences
• Markov chains for exploring posterior distributions. (With discussion)
• Practical Markov Chain Monte Carlo
• Improving Stochastic Relaxation for Gussian Random Fields

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