One attractive method for constructing an MCMC algorithm is Gibbs sampling, introduced in Chapter 6. To slightly generalize our earlier discussion, suppose that we partition the parameter vector of interest into \(p\) components \(\theta = (\theta_1, \ldots, \theta_p)\), where \(\theta_k\) may consist of a vector of parameters. The MCMC algorithm is implemented by sampling in turn from the \(p\) conditional posterior distributions.
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© 2009 Springer-Verlag New York
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Albert, J. (2009). Gibbs Sampling. In: Bayesian Computation with R. Springer, New York, NY. https://doi.org/10.1007/978-0-387-92298-0_10
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DOI: https://doi.org/10.1007/978-0-387-92298-0_10
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