Bayesian Analysis of Constrained Parameter and Truncated Data Problems
Abstract
Bayesian analysis of constrained parameter and truncated data problems is complicated by the seeming need for, typically multidimensional, numerical integrations over awkwardly defined regions. This paper illustrates how the Gibbs sampler approach to Bayesian calculation (Gelfand and Smith, 1990) avoids these difficulties and leads to straightforwardly implemented procedures, even for apparently very complicated model forms.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 04, 1991
- Accession Number
- ADA231080
Entities
People
- A. E. Gelfand
- A. F. Smith
- T. M. Lee
Organizations
- Stanford University