Adaptive Rejection Metropolis Sampling within Gibbs Sampling

R. Gilks, Walter; Best, Nicky; Tan, Keith

doi:10.2307/2986138

Public

Adaptive Rejection Metropolis Sampling within Gibbs Sampling

Published in Journal of the Royal Statistical Society Series C (Applied Statistics) • Jan 1, 1995

Authors:

Walter R. Gilks

Nicky Best

Keith Tan

Abstract

W. R. Gilks, N. G. Best, K. K. C. Tan, Adaptive Rejection Metropolis Sampling within Gibbs Sampling, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 44, No. 4 (1995), pp. 455-472

Subject

Gibbs sampling

Metropolis–Hastings algorithm

Sampling (signal processing)

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