Movies for the visualization of MCMC output

Nicole A. Lazar, Joseph B. Kadane

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Past work on visualization methods for Markov chain Monte Carlo analyses leaves many open questions. Particular difficulties arise when the researcher wishes to monitor several aspects of the chain’s behavior jointly. We propose a movie, which is an extension of the basic trace plot used for a single parameter, as a dynamic way of assessing the progress of a chain and monitoring the joint posterior distribution. This idea is demonstrated on several examples, including a multiple changepoint problem with data from a corbelled tomb (tholos) in Stylos, Crete.

Original languageEnglish (US)
Pages (from-to)863-874
Number of pages12
JournalJournal of Computational and Graphical Statistics
Volume11
Issue number4
DOIs
StatePublished - Dec 2002

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Discrete Mathematics and Combinatorics
  • Statistics, Probability and Uncertainty

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