The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds

DOI10.1080/00031305.2016.1158738OpenAlexW1432237444WikidataQ58258996 ScholiaQ58258996MaRDI QIDQ5884453

Daniel J. Nordman, Jia Liu, William Q. Meeker

Publication date: 21 March 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2016.1158738

zbMATH Keywords

precisionnonparametric quantile estimationMonte Carlo error

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

A Survey of Reporting Practices of Computer Simulation Studies in Statistical Research ⋮ Sampling errors in nested sampling parameter estimation ⋮ A comparison of Bayesian Markov chain Monte Carlo methods in a multilevel scenario ⋮ Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)

Uses Software

• JAGS
• Stan
• BayesDA
• Gibbsit

Cites Work

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• Adaptive bandwidth choice
• Regeneration in Markov Chain Samplers
• On the Assessment of Monte Carlo Error in Simulation-Based Statistical Analyses
• Measure Theory and Probability Theory

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