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

DOI10.1016/j.csda.2009.07.001zbMath1453.62175OpenAlexW2097166985WikidataQ57768988 ScholiaQ57768988MaRDI QIDQ961950

Jarkko Venna, Jaakko Peltonen, 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) Factor analysis and principal components; correspondence analysis (62H25) Bayesian inference (62F15)

Related Items

Bayesian estimation and uncertainty quantification in models of urea hydrolysis byE. colibiofilms, MCMC diagnostics for higher dimensions using Kullback Leibler divergence

Uses Software

• boa
• BayesDA
• AWTY
• GAP

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Inference from iterative simulation using multiple sequences
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Multidimensional scaling. I: Theory and method
• Divergence measures based on the Shannon entropy
• Density Estimation With Confidence Sets Exemplified by Superclusters and Voids in the Galaxies
• Sliced Inverse Regression for Dimension Reduction
• Dealing With Label Switching in Mixture Models
• Applied Multivariate Analysis
• Some distance properties of latent root and vector methods used in multivariate analysis