Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

Adaptive Direction Sampling

W. R. Gilks, G. O. Roberts and E. I. George
Journal of the Royal Statistical Society. Series D (The Statistician)
Vol. 43, No. 1, Special Issue: Conference on Practical Bayesian Statistics, 1992 (3) (1994), pp. 179-189
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2348942
Stable URL: http://www.jstor.org/stable/2348942
Page Count: 11
  • Read Online (Free)
  • Download ($29.00)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Adaptive Direction Sampling
Preview not available

Abstract

Markov chain Monte Carlo (MCMC) techniques, such as the Gibbs sampler, are increasingly being used for Bayesian inference. We propose a new MCMC method: adaptive direction sampling (ADS) which, unlike the Gibbs sampler, involves sampling in directions which adapt to the target density. We present non-technically the essence of ADS, but with sufficient detail to allow the practitioner to apply the method. We demonstrate irreducibility of the snooker algorithm, a special case of ADS. We compare the performance of special cases of ADS, including the snooker algorithm and the Gibbs sampler, in a simple test example.

Page Thumbnails

  • Thumbnail: Page 
[179]
    [179]
  • Thumbnail: Page 
180
    180
  • Thumbnail: Page 
181
    181
  • Thumbnail: Page 
182
    182
  • Thumbnail: Page 
183
    183
  • Thumbnail: Page 
184
    184
  • Thumbnail: Page 
185
    185
  • Thumbnail: Page 
186
    186
  • Thumbnail: Page 
187
    187
  • Thumbnail: Page 
188
    188
  • Thumbnail: Page 
189
    189