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.
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© 1996 Springer-Verlag New York, Inc.
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Tanner, M.A. (1996). Markov Chain Monte Carlo: The Gibbs Sampler and the Metropolis Algorithm. In: Tools for Statistical Inference. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4024-2_6
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DOI: https://doi.org/10.1007/978-1-4612-4024-2_6
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