Partially Collapsed Gibbs Samplers
部分折叠 Gibbs 采样器
Ever-increasing computational power, along with ever–more sophisticated statistical computing techniques, is making it possible to fit ever–more complex statistical models. Among the more computationally intensive methods, the Gibbs sampler is popular because of its simplicity and power to effectively generate samples from a high-dimensional probability distribution. Despite its simple implementation and description, however, the Gibbs sampler is criticized for its sometimes…