# Tagged Questions

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### Gibbs sampler for local linear trend model

Question: Consider the local linear trend model given by: \begin{align*} y_t = \mu_t + \tau \varepsilon_t \ \cdots \ \text{Observation equation} \\ \mu_{t+1} = \phi \mu_t + \eta_t \ \cdots \ ...
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### Convergence theorem for Gibbs sampling

The convergence theorem for Gibbs sampling states: Given a random Vektor $X$ with $X_1,X_2,...X_K$ and the knowlegde about the conditional distribution of $X_k$ we can find the actual distribution ...
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### Convergence results for block-gibbs sampling?

Suppose you have some complex model you want to sample from by Markov chain Monte Carlo. There are many types of situations where you can divide your variables into, say, two groups, and efficiently ...
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### Sampling variables and calculating likelihood in WinBUGS/OpenBUGS

I am trying to read some WinBUGS/OpenBUGS examples to figure out how to specify models. I can't seem to understand where the probabilistic dnorm, ...
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### Prior of multivariate Polya distribution?

Anyone knows a prior (preferably conjugate) to the multivariate Polya distribution? I need it for Gibbs sampling. So if anyone has another idea, I am interested.
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### A robust R package to do MCMC and Gibbs sampling

I need to make linear model for which I need to do Gibbs sampling in MCMC simulations. The model needed to be fitted is a linear mixed model. Please suggest me for a robust R package for this task.