Kolmogorov-Smirnov, Fluctuation, and Zg Tests for Convergence of Markov Chain Monte Carlo Draws.
Elena GoldmanElmira ValiyevaHiroki TsurumiPublished in: Commun. Stat. Simul. Comput. (2008)
Keyphrases
- markov chain monte carlo
- kolmogorov smirnov
- test statistic
- markov chain
- parameter estimation
- generative model
- bayesian inference
- monte carlo
- posterior distribution
- goodness of fit
- importance sampling
- particle filter
- approximate inference
- posterior probability
- user satisfaction
- simulated annealing
- hypothesis testing
- graphical models
- statistical tests
- data association
- likelihood ratio
- pairwise
- particle filtering
- exponential family
- latent variables
- belief propagation
- null hypothesis
- higher order
- machine learning