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Smith AFM, Roberts GO (1993) Bayesian computation via the Gibbs sampler and related Markov-Chain Monte-Carlo methods. Journal of the Royal Statistical Society Series B - Methodological 55 3-23. [Pg.179]

The most commonly used Monte Carlo method with Markov Chain algorithms are the Metropolis-Hastings, here employed, and the Gibbs sampler [28, 29]. [Pg.46]

See other pages where Gibbs sampler, Markov chain Monte Carlo is mentioned: [Pg.239] [Pg.413] [Pg.414] [Pg.127] [Pg.265] [Pg.332]