I read some good practical advice about when enough is enough in Markov Chain Monte Carlo sampling this morning. In their “Inference from simulations and monitoring convergence” chapter of Handbook of Markov Chain Monte Carlo, Andrew Gelman and Kenneth Shirley say many useful things in a quickly digested format. Continue reading
Daily Archives: April 19, 2010
Practical MCMC Advice: When to Stop
Comments Off on Practical MCMC Advice: When to Stop
Filed under MCMC, statistics, TCS