Posts Tagged ‘ coda ’

Graphical comparison of MCMC performance [arXiv:1011.445]

November 22, 2010
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Graphical comparison of MCMC performance [arXiv:1011.445]

A new posting on arXiv by Madeleine Thompson on a graphical tool for assessing performance. She has developed a software called SamplerCompare, implemented in R and C. The graphical evaluation plots “log density evaluations per iteration times autocorrelation time against a tuning parameter in a grid of plots where rows represent distributions and columns represent

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Bayes vs. SAS

May 6, 2010
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Bayes vs. SAS

Glancing perchance at the back of my Amstat News, I was intrigued by the SAS advertisement Bayesian Methods Specify Bayesian analysis for ANOVA, logistic regression, Poisson regression, accelerated failure time models and Cox regression through the GENMOD, LIFEREG and PHREG procedures. Analyze a wider variety of models with the MCMC procedure, a general purpose Bayesian

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