Looking at Markov samplers through cusum path plots: A simple diagnostic idea

Statistics and Computing

Volumn 8, Issue 3, 1998, Pages 275-286

  Yu, Bin ^a   Mykland, Per ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

Author keywords

Convergence diagnostic; Cusum path plot; Markov sampler; Mixing; Sequential plot; Summary statistic

Indexed keywords

EID: 0041438105     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008917713940     Document Type: Article

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