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Cuts in Bayesian graphical models
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Plummer, Martyn (2015) Cuts in Bayesian graphical models. Statistics and Computing, 25 (1). pp. 37-43. doi:10.1007/s11222-014-9503-z ISSN 0960-3174.
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Official URL: http://dx.doi.org/10.1007/s11222-014-9503-z
Abstract
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.
Item Type: | Journal Article | ||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
Journal or Publication Title: | Statistics and Computing | ||||||||
Publisher: | Springer | ||||||||
ISSN: | 0960-3174 | ||||||||
Official Date: | January 2015 | ||||||||
Dates: |
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Volume: | 25 | ||||||||
Number: | 1 | ||||||||
Page Range: | pp. 37-43 | ||||||||
DOI: | 10.1007/s11222-014-9503-z | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access |
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