Abstract
To motivate the Gibbs sampler, we consider a modification of data augmentation which we will refer to as chained data augmentation. The Gibbs sampler turns out to be a multivariate extension of chained data augmentation.
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© 1993 Springer-Verlag New York, Inc.
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Tanner, M.A. (1993). Markov Chain Monte Carlo: The Gibbs Sampler and the Metropolis Algorithm. In: Tools for Statistical Inference. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4684-0192-9_6
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DOI: https://doi.org/10.1007/978-1-4684-0192-9_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4684-0194-3
Online ISBN: 978-1-4684-0192-9
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