Partially Collapsed Gibbs Samplers : Illustrations and Applications

@inproceedings{Taeyoung2008PartiallyCG,
  title={Partially Collapsed Gibbs Samplers : Illustrations and Applications},
  author={Taeyoung and Park and Alexandra D{\'a}vid and Van Dyk},
  year={2008}
}
Among the computationally intensive methods for fitting complex multilevel models, the Gibbs sampler is especially popular owing to its simplicity and power to effectively generate samples from a high-dimensional probability distribution. The Gibbs sampler, however, is often justifiably criticized for its sometimes slow convergence, especially when it is used to fit highly structured complex models. The recently proposed Partially Collapsed Gibbs (PCG) sampler offers a new strategy for… CONTINUE READING
Highly Cited
This paper has 33 citations. REVIEW CITATIONS

Citations

Publications citing this paper.
Showing 1-10 of 20 extracted citations

Bayesian variable selection in Poisson change-point regression analysis

Communications in Statistics - Simulation and Computation • 2017

A Survey of Stochastic Simulation and Optimization Methods in Signal Processing

IEEE Journal of Selected Topics in Signal Processing • 2016
View 1 Excerpt

Partially Collapsed Gibbs Sampling for Linear Mixed-effects Models

Communications in Statistics - Simulation and Computation • 2016

Robust Censoring Using Metropolis-Hastings Sampling

IEEE Journal of Selected Topics in Signal Processing • 2016

References

Publications referenced by this paper.
Showing 1-10 of 23 references

Similar Papers

Loading similar papers…