Special Colloquia, Department of Statistics Friday, February 7, 2003 4:30 PM in REC 112 Dr. Chuanhai Liu Bell Laboratories, Lucent Technologies will speak on Alternating Subspace-Spanning Resampling to Accelerate Markov Chain Monte Carlo Simulation Abstract The Gibbs sampler is a popular tool for fitting Bayesian models but is often criticized for its slow convergence. In this talk, I shall present a simple method to accelerate the Gibbs sampler via alternating subspace-spanning resampling (ASSR). The methodology is illustrated with an example of Bayesian analysis of censored data from fractionated experiments. I shall also give a brief discussion on the relationship between ASSR and the Parameter Expanded Data Augmentation (PX-DA) algorithm (Meng and van Dyk, 1999; J. Liu and Wu, 1999; and Liu, J. Liu, and Wu, 2002).

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