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

Computational Statistics and Data Analysis

Volumn 53, Issue 12, 2009, Pages 4453-4470

  Peltonen, Jaakko ^a   Venna, Jarkko ^a   Kaski, Samuel ^a  

^a HELSINKI INSTITUTE FOR INFORMATION TECHNOLOGY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN INFERENCE; CENTRAL PROBLEMS; CONVERGENCE PROBLEMS; DISCRIMINATIVE COMPONENTS; LINEAR DISCRIMINANT ANALYSIS; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE CARLO SIMULATION; PARAMETER SPACES; POSTERIOR DISTRIBUTIONS; VARIABLE NUMBER;

BAYESIAN NETWORKS; COMPUTER SIMULATION LANGUAGES; DISCRIMINANT ANALYSIS; INFERENCE ENGINES; MARKOV PROCESSES; MONTE CARLO METHODS; VISUALIZATION;

SIMULATORS;

EID: 69449104379     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.07.001     Document Type: Article

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