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


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a255991.pdf


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