A Note on the Folding Coupler
Perfect Gibbs sampling is a method to turn Markov Chain Monte Carlo (MCMC) samplers into exact generators for independent random vectors. We show that a perfect Gibbs sampling algorithm suggested in the literature is not always generating from the correct distribution. (author's abstract) === S...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
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Department of Statistics and Mathematics, WU Vienna University of Economics and Business
2006
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| Online Access: | http://epub.wu.ac.at/1528/1/document.pdf |