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

DOI10.1016/J.CSDA.2009.07.001zbMATH Open1453.62175OpenAlexW2097166985WikidataQ57768988 ScholiaQ57768988MaRDI QIDQ961950FDOQ961950

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Inference from iterative simulation using multiple sequences
• Bayesian data analysis.
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Sliced Inverse Regression for Dimension Reduction
• Title not available (Why is that?)
• Dealing With Label Switching in Mixture Models
• Title not available (Why is that?)
• Multidimensional scaling. I: Theory and method
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Some distance properties of latent root and vector methods used in multivariate analysis
• Divergence measures based on the Shannon entropy
• Applied 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

Uses Software

• boa
• BayesDA
• AWTY
• GAP

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