A note on posterior sampling from Dirichlet mixture models
Papaspiliopoulos, Omiros (2008) A note on posterior sampling from Dirichlet mixture models. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2008 (No.20).
WRAP_papaspliiopoulos_08-20wv2.pdf - Published Version - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
In this note we observe that the recent MCMC methods of Papaspiliopoulos &
Roberts (2008) and Walker (2007) for Dirichlet mixture models are intrinsically con-
nected and can be naturally combined to yield an algorithm which is better (in terms of
mixing), faster (in terms of execution time) and easier (in terms of implementation and
coding) than either of them.
|Item Type:||Working or Discussion Paper (Working Paper)|
|Subjects:||Q Science > QA Mathematics|
|Divisions:||Faculty of Science > Statistics|
|Library of Congress Subject Headings (LCSH):||Sampling (Statistics)|
|Series Name:||Working papers|
|Publisher:||University of Warwick. Centre for Research in Statistical Methodology|
|Place of Publication:||Coventry|
|Number of Pages:||8|
|Status:||Not Peer Reviewed|
|Access rights to Published version:||Open Access|
Devroye, L. (1986). Non-Uniform Random Variate Generation. Springer-Verlag.
Actions (login required)