التفاصيل البيبلوغرافية
| العنوان: |
Behaviour of the Gibbs sampler when conditional distributions are potentially incompatible. |
| المؤلفون: |
Chen, Shyh-Huei1, Ip, Edward H.1,2 |
| المصدر: |
Journal of Statistical Computation & Simulation. Nov2015, Vol. 85 Issue 16, p3266-3275. 10p. |
| مصطلحات موضوعية: |
*STATISTICS, *DISTRIBUTION (Probability theory), GIBBS' free energy, FREE energy (Thermodynamics), MULTIPLE imputation (Statistics), MISSING data (Statistics) |
| مستخلص: |
The Gibbs sampler has been used extensively in the statistics literature. It relies on iteratively sampling from a set of compatible conditional distributions and the sampler is known to converge to a unique invariant joint distribution. However, the Gibbs sampler behaves rather differently when the conditional distributions are not compatible. Such applications have seen increasing use in areas such as multiple imputation. In this paper, we demonstrate that what a Gibbs sampler converges to is a function of the order of the sampling scheme. Besides providing the mathematical background of this behaviour, we also explain how that happens through a thorough analysis of the examples. [ABSTRACT FROM PUBLISHER] |
|
Copyright of Journal of Statistical Computation & Simulation is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) |
| قاعدة البيانات: |
Business Source Index |
