Gibbs Sampling with Diffuse Proper Priors: A Valid Approach to Data-Driven Inference?
- 1 September 1998
- journal article
- research article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 7 (3) , 267-277
- https://doi.org/10.1080/10618600.1998.10474776
Abstract
This article demonstrates by example that the use of the Gibbs sampler with diffuse proper priors can lead to inaccurate posterior estimates. Our results show that such inaccuracies are not merely limited to small sample settings.Keywords
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