Markov chain Monte Carlo convergence diagnostics for Gumbel model

• 主要な著者: Mohd Amin, Nor Azrita, Adam, Mohd. Bakri
• フォーマット: 論文
• 言語: English
• 出版事項: TextRoad Publication 2016
• オンライン･アクセス: 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

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...