Markov Chain Monte Carlo: The Gibbs Sampler and the Metropolis Algorithm

  • Martin A. Tanner
Part of the Springer Series in Statistics book series (SSS)


To motivate the Gibbs sampler, we consider a modification of data augmentation which we will refer to as chained data augmentation. The Gibbs sampler turns out to be a multivariate extension of chained data augmentation.


Markov Chain Conditional Distribution Biochemical Oxygen Demand Equilibrium Distribution Gibbs Sampler 
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Copyright information

© Springer-Verlag New York, Inc. 1996

Authors and Affiliations

  • Martin A. Tanner
    • 1
  1. 1.Department of StatisticsNorthwestern UniversityEvanstonUSA

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