Using the Effective Sample Size as the Stopping Criterion in Markov Chain Monte Carlo with the Bayes Module in M<i>plus</i>

Bayesian modeling using Markov chain Monte Carlo (MCMC) estimation requires researchers to decide not only whether estimation has converged but also whether the Bayesian estimates are well-approximated by summary statistics from the chain. On the contrary, software such as the Bayes module in M<i>pl...

Полное описание

Библиографические подробности

Главные авторы:	Steffen Zitzmann, Sebastian Weirich, Martin Hecht
Формат:	Artigo
Язык:	Inglês
Опубликовано:	MDPI AG 2021-07-01
Серии:	Psych
Предметы:	effective sample size Bayesian modeling Markov chain Monte Carlo multilevel modeling structural equation modeling
Online-ссылка:	https://www.mdpi.com/2624-8611/3/3/25
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!