Possible biases induced by mcmc convergence diagnostics

DOI10.1080/00949659908811968zbMath1156.62315OpenAlexW2034106612MaRDI 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

Bayesian inference (62F15)

Related Items (7)

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

Uses Software

• Mathematica
• BUGS

Cites Work

• Unnamed Item
• Computable bounds for geometric convergence rates of Markov chains
• 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
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• 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

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