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Efficient implementation of the Metropolis-Hastings algorithm, with application to the Cormack-Jolly-Seber model
Journal article   Peer reviewed

Efficient implementation of the Metropolis-Hastings algorithm, with application to the Cormack-Jolly-Seber model

William A. Link and Richard J. Barker
Environmental and ecological statistics, Vol.15(1), pp.79-87
01/03/2008

Abstract

Environmental Sciences Environmental Sciences & Ecology Life Sciences & Biomedicine Mathematics Mathematics, Interdisciplinary Applications Physical Sciences Science & Technology Statistics & Probability
Judicious choice of candidate generating distributions improves efficiency of the Metropolis-Hastings algorithm. In Bayesian applications, it is sometimes possible to identify an approximation to the target posterior distribution; this approximate posterior distribution is a good choice for candidate generation. These observations are applied to analysis of the Cormack-Jolly-Seber model and its extensions.

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