Corpus ID: 88514830

A Scalable Blocked Gibbs Sampling Algorithm For Gaussian And Poisson Regression Models

@article{Johnson2016ASB,
  title={A Scalable Blocked Gibbs Sampling Algorithm For Gaussian And Poisson Regression Models},
  author={N. A. Johnson and F. Kuehnel and A. Amini},
  journal={arXiv: Methodology},
  year={2016}
}
  • N. A. Johnson, F. Kuehnel, A. Amini
  • Published 2016
  • Mathematics
  • arXiv: Methodology
  • Markov Chain Monte Carlo (MCMC) methods are a popular technique in Bayesian statistical modeling. They have long been used to obtain samples from posterior distributions, but recent research has focused on the scalability of these techniques for large problems. We do not develop new sampling methods but instead describe a blocked Gibbs sampler which is sufficiently scalable to accomodate many interesting problems. The sampler we describe applies to a restricted subset of the Generalized Linear… CONTINUE READING

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