Visualizations for Assessing Convergence and Mixing of MCMC.

Jarkko Venna Samuel Kaski Jaakko Peltonen

Published in: ECML (2003)

Keyphrases

markov chain
monte carlo
generative model
markov chain monte carlo
data analysis
convergence rate
convergence speed
importance sampling
visualization tools
simulated annealing
expectation maximization
particle filtering
data visualization
iterative algorithms
faster convergence