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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© 1991 Springer-Verlag Berlin Heidelberg
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Tanner, M.A. (1991). The Gibbs Sampler. In: Tools for Statistical Inference. Lecture Notes in Statistics, vol 67. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0510-1_6
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DOI: https://doi.org/10.1007/978-1-4684-0510-1_6
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