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- Andrew Gelman
- University of California, USA and Harvard University, USA
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- Donald B Rubin
- Universitá “La Sapienza”, Roma, Italy
説明
<jats:title>Abstract</jats:title> <jats:p>The Gibbs sampler can be very useful for simulating multivariate distributions, but naive use of it can give misleading—falsely precise—answers. An example with the using lattice model demonstrates that it is generally impossibile to assess convergence of a Gibbs sampler from a single sample series. This conclusion also applies to other iterative simulation methods such as the Metropolis algorithm.</jats:p>
収録刊行物
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- Bayesian Statistics 4
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Bayesian Statistics 4 625-632, 1992-08-13
Oxford University PressOxford