Explaining the Gibbs Sampler

@article{citeulike:1270229, abstract = {Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of such algorithms, however, may sometimes not be obvious. Here we give a simple explanation of how and why the Gibbs sampler works. We analytically establish its properties in a simple case and provide insight for more complicated cases. There are also a number of examples.}, author = {Casella, George and George, Edward I. }, citeulike-article-id = {1270229}, doi = {http://dx.doi.org/10.2307/2685208}, journal = {The American Statistician}, keywords = {gibbs, sampler}, number = {3}, pages = {167--174}, posted-at = {2007-05-01 15:07:24}, priority = {2}, title = {Explaining the Gibbs Sampler}, url = {http://dx.doi.org/10.2307/2685208}, volume = {46}, year = {1992} }

TY - JOUR ID - citeulike:1270229 L3 - citeulike-article-id:1270229 TI - Explaining the Gibbs Sampler JF - The American Statistician VL - 46 IS - 3 SP - 167 EP - 174 N2 - Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of such algorithms, however, may sometimes not be obvious. Here we give a simple explanation of how and why the Gibbs sampler works. We analytically establish its properties in a simple case and provide insight for more complicated cases. There are also a number of examples. KW - gibbs KW - sampler AU - Casella, George AU - George, Edward PY - 1992/// UR - http://dx.doi.org/10.2307/2685208 ER -