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Good Mixing in a Gibbs Sampler
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Good Mixing in a Gibbs Sampler
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Chapters
Summary
Transcript
Chapters
1
Opening: What is mixing?
0:00
2
Definition of good mixing
0:23
3
Efficient posterior exploration
0:56
4
Why mixing quality matters
1:32
5
Rapid exploration of the high-posterior region
2:03
6
Trace plots as a diagnostic
2:36
7
Moderate autocorrelation
3:17
8
The good-mixing checklist
3:54
9
Closing
4:27
