Meyer, Renate; Cai, Bo; Perron, François - In: Computational Statistics & Data Analysis 52 (2008) 7, pp. 3408-3423
A crucial problem in Bayesian posterior computation is efficient sampling from a univariate distribution, e.g. a full conditional distribution in applications of the Gibbs sampler. This full conditional distribution is usually non-conjugate, algebraically complex and computationally expensive...