Bayesian Econometric Methods
By Koop, Poirier and Tobias, 2007
Showing posts with label MCMC. Show all posts
Showing posts with label MCMC. Show all posts
Wednesday, October 7, 2009
Markov Chain Monte Carlo (1)
Understanding the Metropolis-Hastings Algorithm
Author(s): Siddhartha Chib and Edward Greenberg
Source: The American Statistician, Vol. 49, No. 4 (Nov., 1995), pp. 327-335
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/2684568
Explaining the Gibbs Sampler
George Casella; Edward I. George
The American Statistician, Vol. 46, No. 3. (Aug., 1992), pp. 167-174.Stable URL:http://links.jstor.org/sici?sici=0003-1305%28199208%2946%3A3%3C167%3AETGS%3E2.0.CO%3B2-R
Author(s): Siddhartha Chib and Edward Greenberg
Source: The American Statistician, Vol. 49, No. 4 (Nov., 1995), pp. 327-335
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/2684568
Explaining the Gibbs Sampler
George Casella; Edward I. George
The American Statistician, Vol. 46, No. 3. (Aug., 1992), pp. 167-174.Stable URL:http://links.jstor.org/sici?sici=0003-1305%28199208%2946%3A3%3C167%3AETGS%3E2.0.CO%3B2-R
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