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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scientific article; zbMATH DE number 1522711
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Markov chain Monte Carlo Gibbs sampler Metropolis-Hastings algorithm review sampling algorithms cross-correlations autocorrelations convergence diagnostics

Mathematics Subject Classification ID

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

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Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
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