Inference from simulations and monitoring convergence
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Publication:3172406
zbMATH Open1229.65013MaRDI QIDQ3172406FDOQ3172406
Andrew Gelman, Kenneth E. Shirley
Publication date: 5 October 2011
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Markov chain Monte Carlo methodinferenceiterative simulation algorithmsmonitoring convergencerecommended strategy
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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- Exploring stochasticity and imprecise knowledge based on linear inequality constraints
- Generalized bent-cable methodology for changepoint data: a Bayesian approach
- A response-time-based latent response mixture model for identifying and modeling careless and insufficient effort responding in survey data
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- A Hellinger distance approach to MCMC diagnostics
- Comment: unreasonable effectiveness of Monte Carlo
- A Gibbs sampling algorithm that estimates the \(Q\)-matrix for the DINA model
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- Using response times to model not-reached items due to time limits
- An explanatory mixture <scp>IRT</scp> model for careless and insufficient effort responding in self‐report measures
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