메뉴 건너뛰기




Volumn 52, Issue 2, 1998, Pages 93-100

Markov chain monte carlo in practice: A roundtable discussion

Author keywords

Bayesian software; Convergence assessment; Gibbs sampler; Metropolis Hastings algorithm

Indexed keywords


EID: 0032382838     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1998.10480547     Document Type: Article
Times cited : (544)

References (39)
  • 1
    • 0000103562 scopus 로고
    • Spatial Statistics and Bayesian Computation
    • (with discussion), Ser. B
    • Besag, J., and Green, P.J. (1993), “Spatial Statistics and Bayesian Computation” (with discussion), Journal of the Royal Statistical Society, Ser. B, 55, 25-37.
    • (1993) Journal of the Royal Statistical Society , vol.55 , pp. 25-37
    • Besag, J.1    Green, P.J.2
  • 3
    • 0003478325 scopus 로고
    • CODA: Convergence Diagnosis and Output Analysis Software for Gibbs Sampling Output, Version 0.30
    • Medical Research Council Biostatistics Unit, Institute of Public Health
    • Best, N.G., Cowles, M.K., and Vines, K. (1995), “CODA: Convergence Diagnosis and Output Analysis Software for Gibbs Sampling Output, Version 0.30,” technical report, Cambridge University, Medical Research Council Biostatistics Unit, Institute of Public Health.
    • (1995) Technical Report, Cambridge University
    • Best, N.G.1    Cowles, M.K.2    Vines, K.3
  • 4
    • 0542419336 scopus 로고    scopus 로고
    • Bayesian Analysis for some Hierarchical Linear Models
    • University of Califomia-Berkeley, Dept, of Statistics
    • Boscardin, W.J. (1996), “Bayesian Analysis for some Hierarchical Linear Models,” unpublished Ph.D. thesis, University of Califomia-Berkeley, Dept, of Statistics.
    • (1996) Unpublished Ph.D. Thesis
    • Boscardin, W.J.1
  • 7
    • 32344446687 scopus 로고
    • Understanding the MetropolisHastings Algorithm
    • Chib, S., and Greenberg, E. (1995), “Understanding the MetropolisHastings Algorithm,” The American Statistician, 49, 327-335.
    • (1995) The American Statistician , vol.49 , pp. 327-335
    • Chib, S.1    Greenberg, E.2
  • 8
    • 0030539336 scopus 로고    scopus 로고
    • Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
    • Cowles, M.K., and Carlin, B.P. (1996), “Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review,” Journal of the American Statistical Association, 91, 883-904.
    • (1996) Journal of the American Statistical Association , vol.91 , pp. 883-904
    • Cowles, M.K.1    Carlin, B.P.2
  • 9
    • 84972543992 scopus 로고
    • Methods for Approximating Integrals in Statistics with Special Emphasis on Bayesian Integration Problems
    • (discussion and rejoinder: 11, 54-64)
    • Evans, M., and Swartz, T. (1995), “Methods for Approximating Integrals in Statistics with Special Emphasis on Bayesian Integration Problems,” Statistical Science, 10, 254-272; (discussion and rejoinder: 11, 54-64).
    • (1995) Statistical Science , vol.10 , pp. 254-272
    • Evans, M.1    Swartz, T.2
  • 10
    • 0542419328 scopus 로고    scopus 로고
    • Comment on “Computation on Bayesian Graphical Models,” by D.J. Spiegelhalter, A. Thomas, and N.G. Best
    • J.M. Bernardo, J.O. Berger, A.P. Dawid, and A.F.M. Smith, Oxford: Oxford University Press
    • Fienberg, S.E. (1996), Comment on “Computation on Bayesian Graphical Models,” by D.J. Spiegelhalter, A. Thomas, and N.G. Best, in Bayesian Statistics 5, eds. J.M. Bernardo, J.O. Berger, A.P. Dawid, and A.F.M. Smith, Oxford: Oxford University Press, p. 422.
    • (1996) Bayesian Statistics 5 , pp. 422
    • Fienberg, S.E.1
  • 13
    • 0001574731 scopus 로고
    • Efficient Parameteri-zations for Normal Linear Mixed Models
    • Gelfand, A.E., Sahu, S.K., and Carlin, B.P. (1995), “Efficient Parameteri-zations for Normal Linear Mixed Models,” Biometrika, 82, 479-488.
    • (1995) Biometrika , vol.82 , pp. 479-488
    • Gelfand, A.E.1    Sahu, S.K.2    Carlin, B.P.3
  • 14
    • 0001516939 scopus 로고    scopus 로고
    • Efficient Parameterizations for Generalized Linear Mixed Models
    • (with discussion), eds. J.M. Bernardo, J.O. Berger, A.P. Dawid, and A.F.M. Smith, Oxford: Oxford University Press
    • Gelfand, A.E., Sahu, S.K., and Carlin, B.P. (1996), “Efficient Parameterizations for Generalized Linear Mixed Models” (with discussion), in Bayesian Statistics 5, eds. J.M. Bernardo, J.O. Berger, A.P. Dawid, and A.F.M. Smith, Oxford: Oxford University Press, pp. 165-180.
    • (1996) Bayesian Statistics 5 , pp. 165-180
    • Gelfand, A.E.1    Sahu, S.K.2    Carlin, B.P.3
  • 16
    • 0001582213 scopus 로고    scopus 로고
    • Inference and Monitoring Convergence
    • W.R. Gilks, S. Richardson, and D.J. Spiegelhalter, London: Chapman and Hall
    • Gelman, A. (1996), “Inference and Monitoring Convergence,” in Markov Chain Monte Carlo in Practice, eds. W.R. Gilks, S. Richardson, and D.J. Spiegelhalter, London: Chapman and Hall, pp. 131-143.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 131-143
    • Gelman, A.1
  • 18
    • 25444484077 scopus 로고    scopus 로고
    • Posterior Predictive Assessment of Model Fitness via Realized Discrepancies
    • Gelman, A., Meng, X.-L., and Stem, H.S. (1996), “Posterior Predictive Assessment of Model Fitness via Realized Discrepancies” (with discussion), Statistica Sinica, 6, 733-807.
    • (1996) (With Discussion), Statistica Sinica , vol.6 , pp. 733-807
    • Gelman, A.1    Meng, X.-L.2    Stem, H.S.3
  • 19
    • 0030328027 scopus 로고    scopus 로고
    • Physiological Pharmacokinetic Analysis using Population Modeling and Informative Prior Distributions
    • Gelman, A., Bois, F.Y., and Jiang, J. (1996), “Physiological Pharmacokinetic Analysis using Population Modeling and Informative Prior Distributions,” Journal of the American Statistical Association, 91, 1400-1412.
    • (1996) Journal of the American Statistical Association , vol.91 , pp. 1400-1412
    • Gelman, A.1    Bois, F.Y.2    Jiang, J.3
  • 20
    • 84972492387 scopus 로고
    • Inference from Iterative Simulation using Multiple Sequences
    • Gelman, A., and Rubin, D.B. (1992), “Inference from Iterative Simulation using Multiple Sequences” (with discussion), Statistical Science, 7,457-511.
    • (1992) (With Discussion), Statistical Science , vol.7 , pp. 457-511
    • Gelman, A.1    Rubin, D.B.2
  • 22
    • 0031286813 scopus 로고    scopus 로고
    • Subregion Adaptive Integration of Functions Having a Dominant Peak
    • Genz, A., and Kass, R.E. (1997), “Subregion Adaptive Integration of Functions Having a Dominant Peak,” Journal of Computational and Graphical Statistics, 6, 92-111.
    • (1997) Journal of Computational and Graphical Statistics , vol.6 , pp. 92-111
    • Genz, A.1    Kass, R.E.2
  • 24
    • 84950437936 scopus 로고
    • Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference
    • Geyer, C.J., and Thompson, E.A. (1995), “Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference,” Journal of the American Statistical Association, 90, 909-920.
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 909-920
    • Geyer, C.J.1    Thompson, E.A.2
  • 25
    • 0001178202 scopus 로고
    • A Language and Program for Complex Bayesian Modelling
    • Gilks, W.R., Thomas, A., and Spiegelhalter, D.J. (1994), “A Language and Program for Complex Bayesian Modelling,” The Statistician, 43, 169-177.
    • (1994) The Statistician , vol.43 , pp. 169-177
    • Gilks, W.R.1    Thomas, A.2    Spiegelhalter, D.J.3
  • 27
    • 77956890234 scopus 로고
    • Monte Carlo Sampling Methods using Markov Chains and Their Applications
    • Hastings, W.K. (1970), “Monte Carlo Sampling Methods using Markov Chains and Their Applications,” Biometrika, 57, 97-109.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 29
    • 18244387717 scopus 로고    scopus 로고
    • The EM Algorithm - An Old FolkSong Sung to a Fast New Tune
    • (with discussion), to appear, Ser. B
    • Meng, X.L., and Van Dyk, D. (1997), “The EM Algorithm - An Old FolkSong Sung to a Fast New Tune” (with discussion), to appear Journal of the Royal Statistical Society, Ser. B, 59, 511-567.
    • (1997) Journal of the Royal Statistical Society , vol.59 , pp. 511-567
    • Meng, X.L.1    Van Dyk, D.2
  • 31
    • 0004087397 scopus 로고
    • technical report CRG-TR-93-1, University of Toronto, Dept, of Computer Science. (Available from the author’s home page, at
    • Neal, R.M. (1993), “Probabilistic Inference Using Markov Chain Monte Carlo Methods,” technical report CRG-TR-93-1, University of Toronto, Dept, of Computer Science. (Available from the author’s home page, at http://www.cs.toronto.edu/~radford/)
    • (1993) Probabilistic Inference Using Markov Chain Monte Carlo Methods
    • Neal, R.M.1
  • 32
    • 0009202034 scopus 로고
    • technical report No. 9508, University of Toronto, Dept, of Statistics. (Available from the author’s home page, at
    • Neal, R.M. (1995), “Suppressing Random Walks in Markov Chain Monte Carlo Using Ordered Overrelaxation,” technical report No. 9508, University of Toronto, Dept, of Statistics. (Available from the author’s home page, at http://www.cs .toronto.edu/~radford/)
    • (1995) Suppressing Random Walks in Markov Chain Monte Carlo Using Ordered Overrelaxation
    • Neal, R.M.1
  • 34
    • 21444452127 scopus 로고    scopus 로고
    • Sampling from Multimodal Distributions Using Tempered Transitions
    • Neal, R.M. (1996b), “Sampling from Multimodal Distributions Using Tempered Transitions,” Statistics and Computing, 6, 353-366.
    • (1996) Statistics and Computing , vol.6 , pp. 353-366
    • Neal, R.M.1
  • 38
    • 33747349191 scopus 로고
    • Nonuniversal Critical Dynamics in Monte Carlo Simulations
    • Swendsen, R.H. and Wang, J.-S. (1987), “Nonuniversal Critical Dynamics in Monte Carlo Simulations,” Physical Review Letters, 58, 86-88.
    • (1987) Physical Review Letters , vol.58 , pp. 86-88
    • Swendsen, R.H.1    Wang, J.-S.2
  • 39
    • 0000576595 scopus 로고
    • Markov Chains for Exploring Posterior Distributions
    • Tierney, L. (1994), “Markov Chains for Exploring Posterior Distributions” (with discussion), The Annals of Statistics, 22, 1701-1762.
    • (1994) (With Discussion), the Annals of Statistics , vol.22 , pp. 1701-1762
    • Tierney, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.