Liu, Jun S.; Sabatti, Chiara Generalized Gibbs sampler and multigrid Monte Carlo for Bayesian computation. (English) Zbl 0960.65015 Biometrika 87, No. 2, 353-369 (2000). The authors present a generalised version of the Gibbs sampler that is based on conditional moves along the traces of groups of transformations in the sample space and discuss its use in designing efficient Markov chain Monte Carlo algorithms. The connection with the multigrid Monte Carlo method is explored. The method is applied to several Bayesian inference problems. Reviewer: R.Wegmann (Garching) Cited in 1 ReviewCited in 42 Documents MSC: 65C60 Computational problems in statistics (MSC2010) 65C05 Monte Carlo methods 62F15 Bayesian inference 65C40 Numerical analysis or methods applied to Markov chains Keywords:Monte Carlo method; Bayesian inference; Gibbs sampler; Markov chain; multigrid PDFBibTeX XMLCite \textit{J. S. Liu} and \textit{C. Sabatti}, Biometrika 87, No. 2, 353--369 (2000; Zbl 0960.65015) Full Text: DOI