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Volumn 8, Issue 3, 1998, Pages 267-274

Quantitative convergence assessment for Markov chain Monte Carlo via cusums

Author keywords

Bayesian model choice; Cumulative sums; Ising model; Markov chain Monte Carlo; Mixing

Indexed keywords


EID: 0041939547     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008965613031     Document Type: Article
Times cited : (28)

References (16)
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  • 7
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    • Inference from iterative simulation using multiple sequences
    • Gelman, A. and Rubin, D. (1992a) Inference from iterative simulation using multiple sequences. Statistical Science, 7, 457-511.
    • (1992) Statistical Science , vol.7 , pp. 457-511
    • Gelman, A.1    Rubin, D.2
  • 8
    • 0001032162 scopus 로고
    • A single series from the Gibbs sampler provides a false sense of security
    • Bernardo, J. M., Berger, J. O., Dawid, A. P. and Smith, A. F. M. (eds), Oxford University Press, New York
    • Gelman, A. and Rubin, D. B. (1992b) A single series from the Gibbs sampler provides a false sense of security. In Bayesian Statistics 4, Bernardo, J. M., Berger, J. O., Dawid, A. P. and Smith, A. F. M. (eds), Oxford University Press, New York. pp. 625-31.
    • (1992) Bayesian Statistics 4 , pp. 625-631
    • Gelman, A.1    Rubin, D.B.2
  • 9
    • 0041506169 scopus 로고
    • On the increments of partial sums of a φ-mixing sequence
    • Lin, Z. Y. (1992) On the increments of partial sums of a φ-mixing sequence. Theory of Probability and its Applications, 36, 316-26.
    • (1992) Theory of Probability and Its Applications , vol.36 , pp. 316-326
    • Lin, Z.Y.1
  • 11
    • 0000759236 scopus 로고
    • How many iterations in the Gibbs sampler?
    • Bernardo, J. M.
    • Raftery, A. E. and Lewis, S. M. (1992) How many iterations in the Gibbs sampler? In Bayesian Statistics 4, Bernardo, J. M.,
    • (1992) Bayesian Statistics 4
    • Raftery, A.E.1    Lewis, S.M.2
  • 12
    • 0041691979 scopus 로고    scopus 로고
    • Oxford University Press, New York
    • Smith, A. F. M., Dawid, A. P. and Berger, J. O. (eds), Oxford University Press, New York, pp. 763-774
    • Smith, A.F.M.1    Dawid, A.P.2    Berger, J.O.3
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    • Discussion to Besag et al. (1995)
    • Yu, B. (1995) Discussion to Besag et al. (1995). Statistical Science, 10, 3-66.
    • (1995) Statistical Science , vol.10 , pp. 3-66
    • Yu, B.1
  • 16
    • 0041438105 scopus 로고    scopus 로고
    • Looking at Markov sampler through cusum path plots: A simple diagnostic idea
    • to appear
    • Yu, B. and Mykland, P. (1998) Looking at Markov sampler through cusum path plots: a simple diagnostic idea. Statistics and Computing, to appear.
    • (1998) Statistics and Computing
    • Yu, B.1    Mykland, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.