Subsampling the Gibbs Sampler |
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| Authors: | Steven N Maceachern L Mark Berliner |
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| Institution: | Department of Statistics , Ohio State University , Columbus , OH , 43210-1247 , USA |
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| Abstract: | This article provides a justification of the ban against sub-sampling the output of a stationary Markov chain that is suitable for presentation in undergraduate and beginning graduate-level courses. The justification does not rely on reversibility of the chain as does Geyer's (1992) argument and so applies to the usual implementation of the Gibbs sampler. |
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| Keywords: | Bayesian analysis Markov chains Monte Carlo Stationary time series |
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