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Titlebook: Discretization and MCMC Convergence Assessment; Christian P. Robert Book 1998 Springer Science+Business Media New York 1998 Latent variabl

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Hans Ruppert,Martin Kappas,Jens Ibendorfive output and long asymmetric tails, mainly in survival and duration setups, like the applications mentioned in Titterington, Smith and Makov (1985, p.17-21). We also illustrate this modeling in the case of hospitalization durations for which a two or three component exponential mixture is appropriate.
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Convergence Control of MCMC Algorithms, methods. The reader is referred to the survey papers of Brooks (1998), Brooks and Roberts (1998) and Cowles and Carlin (1996), as well as to Robert and Casella (1998) and Gelfand and Smith (1998) for details.
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Control by the Central Limit Theorem,he end user than diagnostics solely based upon the outputs from the sampler, which can use available . Another criterion is ., in the sense that a diagnostic should preferably require no interpretation or experience from the user.
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https://doi.org/10.1007/978-3-319-34181-1, as well as Casella and George (1992) and Chib and Greenberg (1996) tutorial papers, and Gelman and Rubin (1992), Geyer (1992) and Besag . al. (1995) surveys, while Neal (1993), Gilks, Richardson and Spiegelhalter (1996), Robert (1996c), Gamerman (1997), Robert and Casella (1998) and Gelfand and Sm
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Book 1998ov chain, as in missing data or latent variable models. The motivation for the choice of finite state spaces is that, although the resulting control is cruder, in the sense that it can often monitor con­ vergence for the discretized version alone, it is also much stricter than alternative methods, s
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