I've got some issues with the Metropolis implementation that I want to clear up before finishing the coding. In the mean time, I've got a bunch of new articles to read. Might as well get a start on my literature review. On the upside, it turns out that I can read a lot of the UMSL library material online by proxying in through my student account. That's going to make the research a lot less wasteful (no spending 15 minutes tracking down a journal just to find the article is irrelevant) and a lot more comfortable (though, there was a certain charm to having my own tiny desk in the stacks at Cornell's grad library).
Links may or may not work depending on what sort of research access you have:
Gilks, W. R., and P. Wild. “Adaptive Rejection Sampling for Gibbs Sampling”. Journal of the Royal Statistical Society. Series C (Applied Statistics) 41.2 (1992): 337–348.
Roberts, G. O., A. Gelman, and W. R. Gilks. “Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms”. The Annals of Applied Probability 7.1 (1997): 110–120.
Kotz, Samuel et al.. “Hitchcock, D. B. (2003), "A History of the Metropolis-hastings Algorithm," the American Statistician, 57, 254-257: Comment by Kotz, Johnson, Read, and Banks and Reply”. The American Statistician 58.1 (2004): 90–90.
Ritter, Christian, and Martin A. Tanner. “Facilitating the Gibbs Sampler: The Gibbs Stopper and the Griddy-gibbs Sampler”. Journal of the American Statistical Association 87.419 (1992): 861–868.
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