Fast and Accurate Approximation of the Full Conditional for Gamma Shape Parameters
Author:
Affiliation:
1. Department of Biostatistics, Harvard School of Public Health, Harvard University, Boston, MA
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10618600.2018.1537929
Reference8 articles.
1. A simple algorithm for generating random variates with a log-concave density
2. Adaptive Rejection Sampling for Gibbs Sampling
3. Bayesian Analysis of the Two-Parameter Gamma Distribution
4. Minka, T. P. (2002), “Estimating a Gamma Distribution,” Technical Report, Microsoft Research.
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