%0 Journal Article %1 casella1992 %A Casella, George %A George, Edward I. %D 1992 %I American Statistical Association %J The American Statistician %K %N 3 %P 167--174 %R 10.2307/2685208 %T Explaining the Gibbs Sampler %U http://dx.doi.org/10.2307/2685208 %V 46 %X Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of such algorithms, however, may sometimes not be obvious. Here we give a simple explanation of how and why the Gibbs sampler works. We analytically establish its properties in a simple case and provide insight for more complicated cases. There are also a number of examples.

@article{casella1992, abstract = {Computer-intensive algorithms, such as the Gibbs sampler, have become increasingly popular statistical tools, both in applied and theoretical work. The properties of such algorithms, however, may sometimes not be obvious. Here we give a simple explanation of how and why the Gibbs sampler works. We analytically establish its properties in a simple case and provide insight for more complicated cases. There are also a number of examples.}, added-at = {2016-05-30T16:54:03.000+0200}, author = {Casella, George and George, Edward I.}, biburl = {https://www.bibsonomy.org/bibtex/2d9ef3231e2903c2f5bc2ef565f87f882/msteininger}, citeulike-article-id = {1270229}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/2685208}, citeulike-linkout-1 = {http://www.jstor.org/stable/2685208}, doi = {10.2307/2685208}, interhash = {ba4f08a9e4e1add859c3b2c9661728fa}, intrahash = {d9ef3231e2903c2f5bc2ef565f87f882}, issn = {00031305}, journal = {The American Statistician}, keywords = {}, number = 3, pages = {167--174}, posted-at = {2009-09-24 05:52:36}, priority = {2}, publisher = {American Statistical Association}, timestamp = {2016-05-30T16:54:03.000+0200}, title = {Explaining the Gibbs Sampler}, url = {http://dx.doi.org/10.2307/2685208}, volume = 46, year = 1992 }