Gibbs Sampler Convergence Criteria

DOI10.2307/2291326MaRDI QIDQ4866615zbMATH OpenOpenAlexFDO

Authors Arnold Zellner, Chung-ki Min

Publication date 17 April 1996

Full work available at URL https://doi.org/10.2307/2291326

zbMATH Keywords

anchored ratio convergence criteriondifference convergence criterionexamplesGibbs samplerMarkov chain Monte Carloposterior distributionsratio convergence criterion

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• scientific article; zbMATH DE number 597902
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
• Rates of convergence for Gibbs sampling for variance component models
• Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models
• Convergence rate of Gibbs sampler and its application

Cited in

(18)

• A Gibbs sampling approach to estimation and prediction of time-varying-parameter models.
• Bayes inference in regression models with ARMA\((p,q)\) errors
• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
• A multidimensional item response model: Constrained latent class analysis using the Gibbs sampler and posterior predictive checks
• Bayesian analysis of nested logit model by Markov chain Monte Carlo.
• Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
• Approximate bounding of mixing time for multiple-step Gibbs samplers
• Estimating drift and minorization coefficients for Gibbs sampling algorithms
• A Monte Carlo integration approach to estimating drift and minorization coefficients for Metropolis-Hastings samplers
• Measuring sample quality with diffusions
• Tailored randomized block MCMC methods with application to DSGE models
• Probabilistic Evaluation of Handwriting Evidence: Likelihood Ratio for Authorship
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Diagnostics of convergence of an estimate of the marginal density via calibrated divergence measures
• A Hellinger distance approach to MCMC diagnostics
• Gibbs sampling the posterior of neural networks
• A convergence diagnostic for Bayesian clustering
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

This page was built for publication: Gibbs Sampler Convergence Criteria

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4866615)