A More Efficient Gibbs Sampler Estimation Using Steady States Simulation: Application to Public Health Studies
Document Type
Article
Publication Date
2014
Publication Title
Statistical Computation and Simulation
DOI
10.1080/00949655.2013.770857
Abstract
Markov chain Monte Carlo methods, in particular, the Gibbs sampler, are widely used algorithms both in application and theoretical works in the classical and Bayesian paradigms. However, these algorithms are often computer intensive. Samawi et al. [Steady-state ranked Gibbs sampler. J. Stat. Comput. Simul. 2012;82(8), 1223–1238. doi:10.1080/00949655.2011.575378] demonstrate through theory and simulation that the dependent steady-state Gibbs sampler is more efficient and accurate in model parameter estimation than the original Gibbs sampler. This paper proposes the independent steady-state Gibbs sampler (ISSGS) approach to improve the original Gibbs sampler in multidimensional problems. It is demonstrated that ISSGS provides accuracy with unbiased estimation and improves the performance and convergence of the Gibbs sampler in multidimensional problems.
Recommended Citation
Dunbar, Martin, Hani Samawi, Robert L. Vogel, Lili Yu.
2014.
"A More Efficient Gibbs Sampler Estimation Using Steady States Simulation: Application to Public Health Studies."
Statistical Computation and Simulation, 84 (9): 1931-1945.
doi: 10.1080/00949655.2013.770857
https://digitalcommons.georgiasouthern.edu/biostat-facpubs/23
