Markov chain Monte Carlo convergence diagnostics for Gumbel model

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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Bibliographic Details
Main Authors: Mohd Amin, Nor Azrita, Adam, Mohd. Bakri
Format: Article
Language:English
Published: TextRoad Publication 2016
Online Access:http://psasir.upm.edu.my/id/eprint/54755/
http://psasir.upm.edu.my/id/eprint/54755/1/Markov%20chain%20Monte%20Carlo%20convergence%20diagnostics%20for%20Gumbel%20model%20.pdf

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