How to Improve MCMC ConvergenceMCMC convergence

Kentaro Matsuura
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Kentaro Matsuura: HOXO-M Inc.

Chapter Chapter 9 in Bayesian Statistical Modeling with Stan, R, and Python, 2022, pp 183-212 from Springer

Abstract: Abstract When modeling real-world data, MCMC may have poor convergence, which will make the calculation speed of sampling very slow. Poor convergence is usually due to the model itself, rather than software problems. In this chapter, we discuss four situations as potential causes of poor convergence, and provide the solutions to improve the model under each situation.

Date: 2022
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DOI: 10.1007/978-981-19-4755-1_9

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