The class of joint densities uniquelly determined by conditionals used in Gibbs sampling

• Autorzy: Kopciuszewski, P.
• Języki publikacji: EN

Abstrakty

EN

This work is about uniqueness of joint densities, where the conditionals are given. We formulate a necessary and sufficient condition for uniqueness of joint densities, at the same time answering the question risen by Arnold and Press [1] as well as Chan [4]. The theorem is illustrated in a few examples and discussed in context of Gibbs sampling method.

Słowa kluczowe

EN

Gibbs sampling; joint density; Monte Carlo methods

• Czasopismo: Demonstratio Mathematica
• Rocznik: 1999
• Tom: Vol. 32, nr 4
• Strony: 847-860
• Opis fizyczny: Bibliogr. 11 poz.

Twórcy

autor

Kopciuszewski, P.

• Institute of Mathematics and Computer Science Technical University of Częstochowa ul. Dąbrowskiego 73 42-200 Częstochowa, Poland,