When targeting a distribution that is artificially invariant under some permutations, Markov chain Monte Carlo (MCMC) algorithms face the label-switching problem, rendering marginal inference ...
The MCMC procedure in SAS (called PROC MCMC) is particularly designed for Bayesian analysis using the Markov chain Monte Carlo (MCMC) algorithm. The program is sufficiently general to handle very ...
In this article we discuss the problem of assessing the performance of Markov chain Monte Carlo (MCMC) algorithms on the basis of simulation output. In essence, we extend the original ideas of Gelman ...
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