GIBBS SAMPLING WITH DIFFUSE PROPER PRIORS - A VALID APPROACH TO DATA-DRIVEN INFERENCE

Authors
NATARAJAN R MCCULLOCH CE
Citation
R. Natarajan et Ce. Mcculloch, GIBBS SAMPLING WITH DIFFUSE PROPER PRIORS - A VALID APPROACH TO DATA-DRIVEN INFERENCE, Journal of computational and graphical statistics, 7(3), 1998, pp. 267-277
Citations number
13
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of computational and graphical statistics → ACNP
ISSN journal
10618600
Volume
7
Issue
3
Year of publication
1998
Pages
267 - 277
Database
ISI
SICI code
1061-8600(1998)7:3<267:GSWDPP>2.0.ZU;2-Y
Abstract
This article demonstrates by example that the use of the Gibbs sampler with diffuse proper priors can lead to inaccurate posterior estimates . Our results show that such inaccuracies are not merely limited to sm all sample settings.