MCMC convergence diagnosis via multivariate bounds on log-concave densities

DOI10.1214/AOS/1030563991MaRDI QIDQ1807067zbMATH OpenOpenAlexFDO

Authors S. P. Brooks

Publication date 9 November 1999

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1030563991

zbMATH Keywords

tail probabilitynumerical examplesMarkov chain Monte Carlo methodsinferenceconvergence diagnosticsconcave log-densitypiecewise linear bounds

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 472921 (Why is no real title available?)
• scientific article; zbMATH DE number 3227205 (Why is no real title available?)
• A geometric inequality and the complexity of computing volume
• Adaptive Rejection Sampling for Gibbs Sampling
• Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling
• Inference from iterative simulation using multiple sequences
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
• Rates of convergence of the Hastings and Metropolis algorithms
• Sampling-Based Approaches to Calculating Marginal Densities
• Stationarity detection in the initial transient problem
• The quickhull algorithm for convex hulls

Cited in

(10)

• Multiscale maximum likelihood analysis of a semiparametric model, with applications.
• scientific article; zbMATH DE number 1522711 (Why is no real title available?)
• Log-concavity for Bernstein-type operators using stochastic orders
• Maximum likelihood estimation of a log-concave density and its distribution function: basic properties and uniform consistency
• Maximum likelihood estimation of a multi-dimensional log-concave density. With discussion and authors' reply
• Log-concavity and strong log-concavity: a review
• Inference and modeling with log-concave distributions
• Spatio-Temporal Analysis and Prediction of Mass Telecommunication Base Station Failure Events
• Multiscale sampling for the inverse modeling of partial differential equations
• Estimation and inference by stochastic optimization

Describes a project that uses

Uses Software

• Qhull

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