Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review

DOI10.2307/2291683zbMATH Open0869.62066OpenAlexW4256665558MaRDI QIDQ3129074FDOQ3129074

Authors: Mary Kathryn Cowles, Bradley P. Carlin 

Publication date: 9 September 1997

Full work available at URL: https://doi.org/10.2307/2291683

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zbMATH Keywords

Markov chain Monte CarloGibbs samplerMetropolis-Hastings algorithmreviewsampling algorithmscross-correlationsautocorrelationsconvergence diagnostics

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)

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