Distributions Exact Sampling Distributions Asymptotic Sampling Distributions

Abstract - stat.columbia.edu

The extra challenge is that problems in sampling and modeling are confounded. Even if we can sample from truly multimodal distributions, the posterior multimodality signi es that the true data are unlikely to have been generated from any single parameter in the model, so that the Bayesian posterior itself, which has to concentrate somewhere in the

  Distribution, Sampling