Discretization and MCMC. Convergence assessment
From MaRDI portal
Publication:1271109
zbMath0961.62085MaRDI QIDQ1271109
No author found.
Publication date: 4 November 1998
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Applications of statistics to biology and medical sciences; meta analysis (62P10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Monte Carlo methods (65C05) Collections of articles of miscellaneous specific interest (00B15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (11)
The ODE method for stability of skip-free Markov chains with applications to MCMC ⋮ Accounting for the threshold uncertainity in extreme value estimation ⋮ Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search ⋮ Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods ⋮ Allowing for the effect of data binning in a Bayesian normal mixture model ⋮ The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors ⋮ Small sets and Markov transition densities. ⋮ Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling ⋮ Bayesian unmasking in linear models. ⋮ Bayesian inference for some Lanchester combat laws. ⋮ On time series model selection involving many candidate ARMA models
This page was built for publication: Discretization and MCMC. Convergence assessment