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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...

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Uloženo v:
Hlavní autoři: Steffen Zitzmann, Sebastian Weirich, Martin Hecht
Médium: Artigo
Jazyk:Inglês
Vydáno: MDPI AG 2021-07-01
Edice:Psych
Témata:
effective sample size
Bayesian modeling
Markov chain Monte Carlo
multilevel modeling
structural equation modeling
On-line přístup:https://www.mdpi.com/2624-8611/3/3/25
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