Ontology highlight
ABSTRACT:
SUBMITTER: Tibbits MM
PROVIDER: S-EPMC4063214 | biostudies-literature | 2014
REPOSITORIES: biostudies-literature
Tibbits Matthew M MM Groendyke Chris C Haran Murali M Liechty John C JC
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20140101 2
Markov chain Monte Carlo (MCMC) algorithms offer a very general approach for sampling from arbitrary distributions. However, designing and tuning MCMC algorithms for each new distribution, can be challenging and time consuming. It is particularly difficult to create an efficient sampler when there is strong dependence among the variables in a multivariate distribution. We describe a two-pronged approach for constructing efficient, automated MCMC algorithms: (1) we propose the "factor slice sampl ...[more]