Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations

DOI10.1016/J.CSDA.2009.07.001MaRDI QIDQ961950zbMATH OpenOpenAlexWikidataFDO

Authors Jaakko Peltonen, Jarkko Venna, Samuel Kaski

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.07.001

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
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Cites work

• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• scientific article; zbMATH DE number 1750179 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• Applied Multivariate Analysis
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Bayesian data analysis.
• Dealing With Label Switching in Mixture Models
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Divergence measures based on the Shannon entropy
• Inference from iterative simulation using multiple sequences
• Multidimensional scaling. I: Theory and method
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Sliced Inverse Regression for Dimension Reduction
• Some distance properties of latent root and vector methods used in multivariate analysis

Cited in

(3)

• Bayesian estimation and uncertainty quantification in models of urea hydrolysis byE. colibiofilms
• MCMC diagnostics for higher dimensions using Kullback Leibler divergence
• Inference from simulations and monitoring convergence

Describes a project that uses

Uses Software

• GAP
• AWTY
• BayesDA
• boa

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