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Publication Citation: Statistical Reference Datasets (StRD) for Assessing the Numerical Accuracy of Markov Chain Monte Carlo Software

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Author(s): Hung-Kung Liu; William F. Guthrie; D Malec; Grace L. Yang;
Title: Statistical Reference Datasets (StRD) for Assessing the Numerical Accuracy of Markov Chain Monte Carlo Software
Published: December 01, 2003
Abstract: In the Statistical Reference Datasets (StRD) project, NIST provided datasets on the web (http://www.itl.nist.gov/div898/strd/) with certified values for assessing the numerical accuracy of software for univariate statistics, linear regression, nonlinear regression, and analysis of variance. Bayesian analysis using Markov chain Monte Carlo (MCMC) is a relatively new
Citation: Statistical Reference Datasets (StRD) for Assessing the Numerical Accuracy of Markov Chain Monte Carlo Software
Website: None
Keywords: Bayesian analysis;Markov chain Monte Carlo;MCMC;numerical accuracy;reference data;simulation
Research Areas: