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RCIN and OZwRCIN projects

Object

Title: On some method for diagnosing convergence in MCMC setups via atoms and renewal sets

Creator:

Romaniuk, Maciej

Date issued/created:

2007

Resource type:

Tekst

Subtitle:

Raport Badawczy = Research Report ; RB/94/2007

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

24 stron ; 21 cm ; Bibliografia s. 22-24

Abstract:

MCMC setups are among the best known methods for conducting computer simulations necessary in statistics, physics, biology, etc. However, to obtain appropriate solutions, additional convergence diagnosis must be applied for trajectory generated by Markov Chain. In the paper we present the method for dealing with this problem, based on features of so called ”secondary” chain (the chain with specially selected state space). The secondary chain is created from the initial chain by picking only some observations connected with atoms or renewal sets. The discussed method has some appealing properties, like high degree of diagnosis automation. Apart from theoretical lemmas, the example of application is also provided.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Raport

Resource Identifier:

oai:rcin.org.pl:217439

Source:

RB-2007-94

Language:

eng

Language of abstract:

eng

Rights:

Licencja Creative Commons Uznanie autorstwa 4.0

Terms of use:

Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -

Digitizing institution:

Instytut Badań Systemowych Polskiej Akademii Nauk

Original in:

Biblioteka Instytutu Badań Systemowych PAN

Projects co-financed by:

Program Operacyjny Polska Cyfrowa, lata 2014-2020, Działanie 2.3 : Cyfrowa dostępność i użyteczność sektora publicznego; środki z Europejskiego Funduszu Rozwoju Regionalnego oraz współfinansowania krajowego z budżetu państwa

Access:

Otwarty

Object collections:

Last modified:

Oct 19, 2021

In our library since:

Oct 19, 2021

Number of object content downloads / hits:

36

All available object's versions:

https://rcin.org.pl./publication/255051

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