GIBBS SAMPLER CONVERGENCE CRITERIA

被引：49

作者：

ZELLNER, A ^{[1
]}

MIN, CK ^{[1
]}

机构：

[1] GEORGE MASON UNIV,SCH BUSINESS ADM,FAIRFAX,VA 22030

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1995年 / 90卷 / 431期

关键词：

BAYESIAN ANALYSIS; COMPUTATIONAL STATISTICS; NUMERICAL ANALYSIS; MCMC METHODS; POSTERIOR DISTRIBUTIONS;

D O I：

10.2307/2291326

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article presents new operational convergence criteria for the Gibbs sampler (GS) and related procedures that are useful for determining whether they not only have converged but also have converged to provide reliable results. Three GS convergence criteria are presented and applied: the difference convergence criterion (DC2), the ratio convergence criterion (RC(2)), and the anchored ratio convergence criterion (ARC(2)). Their uses and properties are discussed and examples are analyzed to illustrate their application.

引用

页码：921 / 927

页数：7

共 24 条

[1] BAYESIAN-ANALYSIS OF BINARY AND POLYCHOTOMOUS RESPONSE DATA [J].