| 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: |
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