From: Yaning Wang <yaning@ufl.edu>
Subject: [NMusers] Metropolis-Hastings vs Gibbs sampling in PKBugs
Date: 7/17/2003 1:24 AM
Dear NONMEM users:
I know this list may not be the right place to ask this question. But I
hope someone may give me some hints.
In the example 1 provided by PKBugs interface, some parameters are
sampled
using Metropolis-Hastings algorithm while other parameters are updated
using
Gibbs sampler. Could someone explain to me why this is necessary
(different
algorithms for different parameters)?
Thanks for any response in advance.
Yaning Wang
FYI
From PKBugs user guide
4.1.7 Analysis
4.1.7.1 Monitoring
"During the analysis the parameters tau, mu, and omega-1 are updated
using
Gibbs sampling (Geman & Geman, 1984) whereas components of theta are
sampled
using a Metropolis-Hastings algorithm (Metropolis et al., 1953;
Hastings,
1970). "
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