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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页码：37 / 43
页数：6
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