Possible biases induced by mcmc convergence diagnostics

DOI10.1080/00949659908811968zbMath1156.62315MaRDI QIDQ4719464

Mary Kathryn Cowles, Jeffrey S. Rosenthal, Gareth O. Roberts

Publication date: 4 January 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811968

Mathematics Subject Classification ID

62F15: Bayesian inference

Related Items

Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo, Markov chain Monte Carlo: can we trust the third significant figure?, Sufficient burn-in for Gibbs samplers for a hierarchical random effects model., Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration, Assessing Differential Area Mortality Trends via Bayesian Random Effects

Uses Software

• Mathematica
• BUGS

Cites Work

• Unnamed Item
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• Inference from iterative simulation using multiple sequences
• A slowly mixing Markov chain with implications for Gibbs sampling
• Rates of convergence for Gibbs sampling for variance component models
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• Practical Markov Chain Monte Carlo
• Sampling-Based Approaches to Calculating Marginal Densities
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The Calculation of Posterior Distributions by Data Augmentation
• Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
• Convergence Rates for Markov Chains
• Monte Carlo sampling methods using Markov chains and their applications