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Movies for the Visualization of MCMC Output

Revised 06/01 formerly Reversible Jump Markov Chain Monte Carlo: The Movie

Nicole A. Lazar and Joseph B. Kadane

Abstract:

Much work has been done on diagnostics for Markov Chain Monte Carlo analyses, although there are still many open questions. Reversible jump Markov Chain Monte Carlo, where the dimension of the model is also allowed to vary, poses special difficulties. We propose a movie as a dynamic way of assessing convergence and monitoring the behavior of the joint posterior distribution. This idea is demonstrated on a multiple changepoint problem, with data from a corbelled tomb (tholos) in Stylos, Crete.

Keywords: Archaeology, Corbelling, Diagnostics, Multiple Changepoints, Sampling-Resampling

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