Publications [#258286] of Alan E. Gelfand
search .Papers Published
- Gelfand, AE; Smith, AFM. "Gibbs sampling for marginal posterior expectations." Communications in Statistics, Theory and Methods 20.5 and 6 (1991): 1747-1766. [doi]
(last updated on 2023/06/01)Abstract:
In earlier work (Gelfand and Smith, 1990 and Gelfand et al, 1990) a sampling based approach using the Gibbs sampler was offered as a means for developing marginal posterior densities for a wide range of Bayesian problems several of which were previously inaccessible. Our purpose here is two-fold. First we flesh out the implementation of this approach for calculation of arbitrary expectations of interest. Secondly we offer comparison with perhaps the most prominent approach for calculating posterior expectations, analytic approximation involving application of the LaPlace method. Several illustrative examples are discussed as well. Clear advantages for the sampling based approach emerge. © 1991, Taylor & Francis Group, LLC. All rights reserved.