Explaining the Gibbs Sampler Export

@article{citeulike:1270229, abstract = {Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of such algorithms, however, may sometimes not be obvious. Here we give a simple explanation of how and why the Gibbs sampler works. We analytically establish its properties in a simple case and provide insight for more complicated cases. There are also a number of examples.}, author = {Casella, George and George, Edward I.}, citeulike-article-id = {1270229}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/2685208}, citeulike-linkout-1 = {http://www.jstor.org/stable/2685208}, doi = {10.2307/2685208}, issn = {00031305}, journal = {The American Statistician}, keywords = {statistics}, number = {3}, pages = {167--174}, posted-at = {2009-09-24 05:52:36}, priority = {2}, publisher = {American Statistical Association}, title = {Explaining the Gibbs Sampler}, url = {http://dx.doi.org/10.2307/2685208}, volume = {46}, year = {1992} }

TY - JOUR ID - citeulike:1270229 L3 - citeulike-article-id:1270229 N2 - Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of such algorithms, however, may sometimes not be obvious. Here we give a simple explanation of how and why the Gibbs sampler works. We analytically establish its properties in a simple case and provide insight for more complicated cases. There are also a number of examples. IS - 3 JF - The American Statistician SN - 00031305 EP - 174 TI - Explaining the Gibbs Sampler PB - American Statistical Association VL - 46 SP - 167 KW - statistics AU - Casella, George AU - George, Edward PY - 1992/// UR - http://dx.doi.org/10.2307/2685208 ER -