MCMC convergence diagnosis via multivariate bounds on log-concave densities

DOI10.1214/AOS/1030563991zbMATH Open0961.65002OpenAlexW1973971683MaRDI QIDQ1807067FDOQ1807067

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

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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)

Cites Work

• Inference from iterative simulation using multiple sequences
• Title not available (Why is that?)
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
• Sampling-Based Approaches to Calculating Marginal Densities
• Adaptive Rejection Sampling for Gibbs Sampling
• Rates of convergence of the Hastings and Metropolis algorithms
• Title not available (Why is that?)
• The quickhull algorithm for convex hulls
• Title not available (Why is that?)
• A geometric inequality and the complexity of computing volume
• Stationarity detection in the initial transient problem
• Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling

Cited In (10)

• Multiscale maximum likelihood analysis of a semiparametric model, with applications.
• Estimation and inference by stochastic optimization
• Spatio-Temporal Analysis and Prediction of Mass Telecommunication Base Station Failure Events
• Log-concavity and strong log-concavity: a review
• Title not available (Why is that?)
• 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
• Inference and modeling with log-concave distributions
• Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density
• Multiscale sampling for the inverse modeling of partial differential equations

Uses Software

• Qhull

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