The Efficiency of Next-Generation Gibbs-Type Samplers: An Illustration Using a Hierarchical Model in Cosmology

DOI10.1007/978-3-319-42571-9_9zbMath1366.62269OpenAlexW2529636237MaRDI QIDQ5283095

Xiyun Jiao, Hikmatali Shariff, David A. van Dyk, Roberto Trotta

Publication date: 18 July 2017

Published in: New Developments in Statistical Modeling, Inference and Application (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-42571-9_9

zbMATH Keywords

supernovaeancillarity-sufficiency interweaving strategy (ASIS)Gibbs-type samplershierarchical model in cosmologypartially collapsed Gibbs (PCG)thermonuclear explosion

Mathematics Subject Classification ID

Gaussian processes (60G15) Relativistic cosmology (83F05) Applications of statistics to physics (62P35) Strong interaction, including quantum chromodynamics (81V05) Space-time singularities, cosmic censorship, etc. (83C75) Astrophysical cosmology (85A40)

Uses Software

• BayesDA

Cites Work

• Unnamed Item
• Inference from iterative simulation using multiple sequences
• Partially Collapsed Gibbs Samplers
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Calculation of Posterior Distributions by Data Augmentation
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Measurement Error in Nonlinear Models
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo strategies in scientific computing

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