Markov Chain Monte Carlo: The Gibbs Sampler and the Metropolis Algorithm
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.
KeywordsMarkov Chain Conditional Distribution Biochemical Oxygen Demand Equilibrium Distribution Gibbs Sampler
Unable to display preview. Download preview PDF.