Cuts in Bayesian graphical models

被引:0
|
作者
Martyn Plummer
机构
[1] International Agency for Research on Cancer,
来源
Statistics and Computing | 2015年 / 25卷
关键词
Bayesian inference; Cutting feedback; Multiple imputation;
D O I
暂无
中图分类号
学科分类号
摘要
The cut function defined by the OpenBUGS software is described as a “valve” that prevents feedback in Bayesian graphical models. It is shown that the MCMC algorithm applied by OpenBUGS in the presence of a cut function does not converge to a well-defined limiting distribution. However, it may be improved by using tempered transitions. The cut algorithm is compared with multiple imputation as a gold standard in a simple example.
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收藏
页码:37 / 43
页数:6
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