Jump to ContentJump to Main Navigation
Bayesian ModelsA Statistical Primer for Ecologists$
Users without a subscription are not able to see the full content.

N. Thompson Hobbs and Mevin B. Hooten

Print publication date: 2015

Print ISBN-13: 9780691159287

Published to Princeton Scholarship Online: October 2017

DOI: 10.23943/princeton/9780691159287.001.0001

Show Summary Details
Page of

PRINTED FROM PRINCETON SCHOLARSHIP ONLINE (www.princeton.universitypressscholarship.com). (c) Copyright Princeton University Press, 2022. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in PRSO for personal use.date: 16 May 2022

Markov Chain Monte Carlo

Markov Chain Monte Carlo

(p.145) 7 Markov Chain Monte Carlo
Bayesian Models

N. Thompson Hobbs

Mevin B. Hooten

Princeton University Press

This chapter explains how to implement Bayesian analyses using the Markov chain Monte Carlo (MCMC) algorithm, a set of methods for Bayesian analysis made popular by the seminal paper of Gelfand and Smith (1990). It begins with an explanation of MCMC with a heuristic, high-level treatment of the algorithm, describing its operation in simple terms with a minimum of formalism. In this first part, the chapter explains the algorithm so that all readers can gain an intuitive understanding of how to find the posterior distribution by sampling from it. Next, the chapter offers a somewhat more formal treatment of how MCMC is implemented mathematically. Finally, this chapter discusses implementation of Bayesian models via two routes—by using software and by writing one's own algorithm.

Keywords:   Markov chain Monte Carlo, algorithm, MCMC algorithm, posterior distribution, software, Markov chain Monte Carlo

Princeton Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us.