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A Modified Gibbs Sampler on General State Spaces
- Publication Year :
- 2013
-
Abstract
- We present a modified Gibbs sampler for general state spaces. We establish that this modification can lead to substantial gains in statistical efficiency while maintaining the overall quality of convergence. We illustrate our results in two examples including a toy Normal-Normal model and a Bayesian version of the random effects model.
- Subjects :
- Statistics - Computation
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1308.5717
- Document Type :
- Working Paper