Bayesian Inference for the Gamma and Wishart Distributions

We describe a rejection sampling algorithm for generating exact posterior samples for the parameters of the Gamma and Wishart distributions.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-09
DOI
https://doi.org/10.5281/zenodo.23268909
Primary Topic
Markov Chains and Monte Carlo Methods
Type
article
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article

Bayesian Inference for the Gamma and Wishart Distributions

Hanqi Shi, Phil Everson
Zenodo (CERN European Organization for Nuclear Research)
Markov Chains and Monte Carlo Methods
article

Bayesian Inference for the Gamma and Wishart Distributions

Hanqi Shi, Phil Everson
article en

Abstract

We describe a rejection sampling algorithm for generating exact posterior samples for the parameters of the Gamma and Wishart distributions.

Zenodo (CERN European Organization for Nuclear Research)
Swarthmore College (US)
Openalex Percentile: Top 11%
Markov Chains and Monte Carlo Methods
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Bayesian Inference for the Gamma and Wishart Distributions — Hanqi Shi, Phil Everson · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS