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Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods. (English) Zbl 0779.62030
Summary: The use of the Gibbs sampler for Bayesian computation is reviewed and illustrated in the context of some canonical examples. Other Markov chain Monte Carlo simulation methods are also briefly described, and comments are made on the advantages of sample-based approaches for Bayesian inference summaries.

MSC:
62F15 Bayesian inference
65C99 Probabilistic methods, stochastic differential equations
62M99 Inference from stochastic processes
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