Markov chain Monte Carlo convergence diagnostics for Gumbel model
Markov chain Monte Carlo (MCMC) has been widely used in Bayesian analysis for the analysis of complex statistical models. However, there are some isues on determining the convergence of this technique. It is difficult to determine the length of draws to make sure that the sample values converge to t...
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Main Authors: | Mohd Amin, Nor Azrita, Adam, Mohd. Bakri |
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格式: | Article |
語言: | English |
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TextRoad Publication
2016
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在線閱讀: | http://psasir.upm.edu.my/id/eprint/54755/1/Markov%20chain%20Monte%20Carlo%20convergence%20diagnostics%20for%20Gumbel%20model%20.pdf http://psasir.upm.edu.my/id/eprint/54755/ https://www.textroad.com/JAEBS-Special%20Issue%20(2S),%202016.html |
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