作者：Brooks, SP; Roberts, GO
作者单位：University of Surrey; Lancaster University
摘要：In this paper we examine the method of Raftery & Lewis (1992) for estimating the convergence of Markov chain Monte Carlo, samplers when functionals of interest are in the form of parameter quantiles. Although popular, the method is commonly mis-applied to problems where quantiles are not of primary interest. We show how the method can be misleading in this case, and that it can seriously underestimate the true length of the burn-in. We provide a number of examples, comparing the convergence ra...
作者：Aitchison, J; Bacon-Shone, J
作者单位：University of Glasgow; University of Hong Kong
摘要：When a sampled target composition is suspected of being a mixture of different compositions from a number of independent sources the question of the nature of the mixing mechanism arises. For the resolution of this question several models involving convex linear mixtures of compositions are considered and in particular the distributional problem of describing the pattern of variability of the target compositions, given information about the source distributions, is resolved in terms of approxi...
