Publications [#258290] of Alan E. Gelfand
search .Papers Published
- Gelfand, AE; Smith, AFM. "Sampling-based approaches to calculating marginal densities." Journal of the American Statistical Association 85.410 (January, 1990): 398-409. (Reprinted in "Breakthroughs in Statistics") [doi]
(last updated on 2023/06/01)Abstract:
Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions. The three approaches will be reviewed, compared, and contrasted in relation to various joint probability structures frequently encountered in applications. In particular, the relevance of the approaches to calculating Bayesian posterior densities for a variety of structured models will be discussed and illustrated. © 1990 Taylor & Francis Group, LLC.