Publications [#258284] of Alan E. Gelfand
search .Papers Published
- Carlin, BP; Gelfand, AE. "An iterative Monte Carlo method for nonconjugate Bayesian analysis." Statistics and Computing 1.2 (December, 1991): 119-128. [doi]
(last updated on 2023/06/01)Abstract:
The Gibbs sampler has been proposed as a general method for Bayesian calculation in Gelfand and Smith (1990). However, the predominance of experience to date resides in applications assuming conjugacy where implementation is reasonably straightforward. This paper describes a tailored approximate rejection method approach for implementation of the Gibbs sampler when nonconjugate structure is present. Several challenging applications are presented for illustration. © 1991 Chapman & Hall.