Claim Your Author Page
Ensure your research is discoverable on Semantic Scholar. Claiming your author page allows you to personalize the information displayed and manage publications.
This paper considers the problem of scaling the proposal distribution of a multidimensional random walk Metropolis algorithm in order to maximize the efficiency of the algorithm. The main result is a… (More)
We propose a method for rejection sampling from any univariate log‐concave probability density function. The method is adaptive: As sampling proceeds, the rejection envelope and the squeezing… (More)
Markov chain Monte Carlo (MCMC) is a technique for estimating by simulation the expectation of a statistic in a complex model. Successive random selections form a Markov chain, the stationary… (More)
INTRODUCING MARKOV CHAIN MONTE CARLO Introduction The Problem Markov Chain Monte Carlo Implementation Discussion HEPATITIS B: A CASE STUDY IN MCMC METHODS Introduction Hepatitis B Immunization… (More)
Bayesian random effects models may be fitted using Gibbs sampling, but the Gibbs sampler can be slow mixing due to what might be regarded as lack of model identifiability. This slow mixing… (More)