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

被引:0
|
作者
William A. Link
Richard J. Barker
机构
[1] USGS Patuxent Wildlife Research Center,Department of Mathematics and Statistics
[2] University of Otago,undefined
来源
Environmental and Ecological Statistics | 2008年 / 15卷
关键词
Cormack–Jolly–Seber model; Mark-recapture analysis; Markov chain Monte Carlo; Metropolis-Hastings algorithm;
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摘要
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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页码:79 / 87
页数:8
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