Accession Number : ADA255991
Title : An Iterative Monte Carlo Method for Nonconjugate Bayesian Analysis
Descriptive Note : Technical rept.
Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS
Personal Author(s) : Carlin, Bradley P ; Gelfand, Alan E
Report Date : 07 Sep 1992
Pagination or Media Count : 28
Abstract : The Gibbs sampler has been proposed as a general method for Bayesian calculation in Gelfand and Smith (1990). However experience to date is almost exclusively in applications assuming conjugacy where implementation is reasonably straightforward. This paper describes a tailored rejection method approach for implementation of the Gibbs sampler when nonconjugate structure is present. Several challenging applications are presented for illustration.
Descriptors : *MONTE CARLO METHOD , *BAYES THEOREM , *ITERATIONS , SAMPLERS , REJECTION , PAPER , APPROACH
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE