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

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

Abstract

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.

Keywords

Markov Chain Conditional Distribution Biochemical Oxygen Demand Equilibrium Distribution Gibbs Sampler 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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