On Data Augmentation for Models Involving Reciprocal Gamma Functions

DOI10.1080/10618600.2022.2119988arXiv2203.01704OpenAlexW4294843063WikidataQ114099317 ScholiaQ114099317MaRDI QIDQ6180721

Y. Hamura, Kaoru Irie, Shonosuke Sugasawa

Publication date: 22 January 2024

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.01704

zbMATH Keywords

Markov chain Monte CarloStirling's formulaGauss's multiplication formulareciprocal gamma function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian linear regression models with flexible error distributions
• On sampling the degree-of-freedom of Student's-\(t\) disturbances
• Perfect sampling of the posterior in the hierarchical Pitman-Yor process

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