Diagnostics of convergence of an estimate of the marginal density via calibrated divergence measures

DOI10.1080/03610919908813584MaRDI QIDQ4488751zbMATH OpenOpenAlexFDO

Authors Josemar Rodrigues

Publication date 9 July 2000

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919908813584

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Recommendations

• Performance study of marginal posterior density estimation via Kullback-Leibler divergence
• Diagnostic Measures for Model Criticism
• Gibbs Sampler Convergence Criteria
• Subsample distribution distance and McMC convergence
• scientific article; zbMATH DE number 1522711

Cites work

• Bayesian analysis of outlier problems using divergence measures
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Gibbs Sampler Convergence Criteria
• Sampling-Based Approaches to Calculating Marginal Densities

This page was built for publication: Diagnostics of convergence of an estimate of the marginal density via calibrated divergence measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4488751)