1,798,146 research outputs found

    Adaptive Gibbs samplers

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    We consider various versions of adaptive Gibbs and Metropolis- within-Gibbs samplers, which update their selection probabilities (and perhaps also their proposal distributions) on the fly during a run, by learning as they go in an attempt to optimise the algorithm. We present a cautionary example of how even a simple-seeming adaptive Gibbs sampler may fail to converge. We then present various positive results guaranteeing convergence of adaptive Gibbs samplers under certain conditions

    We are the Gumnut Corps, we're going to the war [picture] /

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    Part of collection: Eight World War 1914-1918 postcards.; Title from inscriptions.; Inscriptions: "We are the Gumnut Corps, We're going to the War (We'll make things hum, by gum!)"--Lower right of image; "May Gibbs"--Lower right; "Copyright"--Lower left corner.; Condition: Spoiled.; Also available online at: http://nla.gov.au/nla.pic-vn5816909; Exhibited: "Keepsakes": Australians and the great war, NLA Exhibition Gallery, 25 Nov 2014 - 31 May 2015

    Adaptive Gibbs samplers and related MCMC methods

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    We consider various versions of adaptive Gibbs and Metropolis- within-Gibbs samplers, which update their selection probabilities (and perhaps also their proposal distributions) on the y during a run, by learning as they go in an attempt to optimise the algorithm.We present a cautionary example of how even a simple-seeming adaptive Gibbs sampler may fail to converge.We then present various positive results guaranteeing convergence of adaptive Gibbs samplers under certain conditions

    The girls I left behind me [picture] /

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    Part of collection: Eight World War 1914-1918 postcards.; Title from inscriptions.; Inscriptions: "The girls I left behind me"--Lower right of image; "May Gibbs"--Lower right; "Copyright"--Lower left corner.; Condition: Surface abrasions.; Also available online at: http://nla.gov.au/nla.pic-vn4983488; Exhibited: "Keepsakes": Australians and the great war, NLA Exhibition Gallery, 25 Nov 2014 - 31 May 2015. Image of a young male gumnut striding across the bottom of the card, with a leaf shield and a stick spear slung over his shoulder, obviously marching off to war, as three gumnut blossoms weep in the leaves above him

    Gibbs, Shallard & Co.s new and complete map of the City of Sydney and suburbs [cartographic material] /

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    Map of Sydney and suburbs.; Includes list of suburbs.; Also available online http://nla.gov.au/nla.map-rm4420.New and complete map of the City of Sydney and suburb

    Concentration Inequalities for Functions of Gibbs Fields with Application to Diffraction and Random Gibbs Measures

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    We derive useful general concentration inequalities for functions of Gibbs fields in the uniqueness regime. We also consider expectations of random Gibbs measures that depend on an additional disorder field, and prove concentration w.r.t. the disorder field. Both fields are assumed to be in the uniqueness regime, allowing in particular for non-independent disorder fields. The modification of the bounds compared to the case of an independent field can be expressed in terms of constants that resemble the Dobrushin contraction coefficient, and are explicitly computable. On the basis of these inequalities, we obtain bounds on the deviation of a diffraction pattern created by random scatterers located on a general discrete point set in Euclidean space, restricted to a finite volume. Here we also allow for thermal dislocations of the scatterers around their equilibrium positions. Extending recent results for independent scatterers, we give a universal upper bound on the probability of a deviation of the random scattering measures applied to an observable from its mean. The bound is exponential in the number of scatterers with a rate that involves only the minimal distance between points in the point set.

    A partially collapsed Gibbs sampler for Bayesian quantile regression

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    We introduce a set of new Gibbs sampler for Bayesian analysis of quantile re-gression model. The new algorithm, which partially collapsing an ordinary Gibbs sampler, is called Partially Collapsed Gibbs (PCG) sampler. Although the Metropolis-Hastings algorithm has been employed in Bayesian quantile regression, including median regression, PCG has superior convergence properties to an ordinary Gibbs sampler. Moreover, Our PCG sampler algorithm, which is based on a theoretic derivation of an asymmetric Laplace as scale mixtures of normal distributions, requires less computation than the ordinary Gibbs sampler and can significantly reduce the computation involved in approximating the Bayes Factor and marginal likelihood. Like the ordinary Gibbs sampler, the PCG sample can also be used to calculate any associated marginal and predictive distributions. The quantile regression PCG sampler is illustrated by analysing simulated data and the data of length of stay in hospital. The latter provides new insight into hospital perfor-mance. C-code along with an R interface for our algorithms is publicly available on request from the first author. JEL classification: C11, C14, C21, C31, C52, C53

    Mary Hester Gibbs Article

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    A letter to the editor about Mary Hester Gibbs, the great grandmother of the author, Doris J. Millican

    Gibbs sampling will fail in outlier problems with strong masking

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    This paper discusses the convergence of the Gibbs sampling algorithm when it is applied to the problem of outlier detection in regression models. Given any vector of initial conditions, theoretically, the algorithm converges to the true posterior distribution. However, the speed of convergence may slow down in a high dimensional parameter space where the parameters are highly correlated. We show that the effect of the leverage in regression models makes very difficult the convergence of the Gibbs sampling algorithm in sets of data with strong masking. The problem is illustrated in several examples

    Interview with Evangeline Gibbs

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    Evangeline Thompson Gibbs is interviewed by Lorraine Crittenden on September 10, 1986 as a part of the Western North Carolina Tomorrow Black Oral History Project. Gibbs’ parents were the first black people to buy a house on Meadow Street in Waynesville. Her father was also the first and only black barber and her daughter was the first black nurse in Waynesville. Her mother was educated by the Love Stringfield family and Gibbs herself later worked for Dr. Stringfield. Gibbs’ father was a Mason and her mother was a member of the Order of the Eastern Star. Gibbs recounts her schooling, growing up in a white neighborhood, playing music, and more
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