A Hellinger distance approach to MCMC diagnostics
From MaRDI portal
Publication:5219943
DOI10.1080/00949655.2012.729588zbMath1453.62050OpenAlexW2009575127WikidataQ57423944 ScholiaQ57423944MaRDI QIDQ5219943
J. R. W. Merrick, Matthew J. Krachey, Edward L. Boone
Publication date: 9 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2012.729588
Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (9)
Weighted batch means estimators in Markov chain Monte Carlo ⋮ Batch size selection for variance estimators in MCMC ⋮ MCMC diagnostics for higher dimensions using Kullback Leibler divergence ⋮ SOME NEW PROPERTIES OF HELLINGER DISTANCE FOR VALIDATING APPROXIMATIONS IN BAYESIAN ANALYSIS ⋮ Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection ⋮ Structural differences in mixing behavior informing the role of asymptomatic infection and testing symptom heritability ⋮ Exact inference for a class of hidden Markov models on general state spaces ⋮ Hierarchical Bayesian LASSO for a negative binomial regression ⋮ Revisiting the Gelman-Rubin diagnostic
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chain Monte Carlo: can we trust the third significant figure?
- Inference from iterative simulation using multiple sequences
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Kernel estimation for stationary density of Markov chains with general state space
- Studying Convergence of Markov Chain Monte Carlo Algorithms Using Coupled Sample Paths
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Confidence Interval Estimation Using Standardized Time Series
- Simulation Run Length Control in the Presence of an Initial Transient
- Quantile Estimation in Dependent Sequences
- Optimal Tests for Initialization Bias in Simulation Output
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Detecting Initialization Bias in Simulation Output
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
- Regeneration in Markov Chain Samplers
- Gibbs Sampler Convergence Criteria
- Subsample distribution distance and McMC convergence
This page was built for publication: A Hellinger distance approach to MCMC diagnostics