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Possible biases induced by mcmc convergence diagnostics

Published:1999-08 Issue:1 Volume:64 Page:87-104
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Cowles Mary Kathryn.,Roberts Gareth O.,Rosenthal Jeffrey S.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/00949659908811968

Reference27 articles.

1. Brooks S. P. Roberts G. O. Diagnosing convergence of Markov chain Monte Carlo algorithm 1996 Preprint

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