Viral Induction of Obesity and Adipogenesis

Pasarica, Magdalena; Dhurandhar, Rohan N.; Mashtalir, Nazar; Dhurandhar, Nikhil V.

doi:10.1002/9783527629527.ch16

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Autocorrelation and Convergence1

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2018

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“…33 This has a lot to do with Gibbs sampling, which is discussed in Section 10. 34 See Pasarica & Gelman (2010).…”

Section: Autocorrelation and Convergencementioning

confidence: 99%

Data Analysis Recipes: Using Markov Chain Monte Carlo*

Hogg

Foreman-Mackey

2018

ApJS

235

141

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Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems. We give advice on method choice, tuning for performance, methods for initialization, tests of convergence, troubleshooting, and use of the chain output to produce or report parameter estimates with associated uncertainties. We argue that autocorrelation time is the most important test for convergence, as it directly connects to the uncertainty on the sampling estimate of any quantity of interest. We emphasize that sampling is a method for doing integrals; this guides our thinking about how MCMC output is best used. *

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“…33 This has a lot to do with Gibbs sampling, which is discussed in Section 10. 34 See Pasarica & Gelman (2010).…”

Section: Autocorrelation and Convergencementioning

confidence: 99%