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Subsampling the Gibbs Sampler

 

作者: StevenN. Maceachern,   L.Mark Berliner,  

 

期刊: The American Statistician  （Taylor Available online 1994）
卷期: Volume 48, issue 3  

页码: 188-190

 

ISSN:0003-1305

 

年代: 1994

 

DOI:10.1080/00031305.1994.10476054

 

出版商: Taylor & Francis Group

 

关键词: Bayesian analysis;Markov chains;Monte Carlo;Stationary time series

 

数据来源: Taylor

 

摘要:

This article provides a justification of the ban against sub-sampling the output of a stationary Markov chain that is suitable for presentation in undergraduate and beginning graduate-level courses. The justification does not rely on reversibility of the chain as does Geyer's (1992) argument and so applies to the usual implementation of the Gibbs sampler.

 

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