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

Published

Author(s)

Hung-Kung Liu, William F. Guthrie, D Malec, Grace L. Yang

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

Keywords

Bayesian analysis, Markov chain Monte Carlo, MCMC, numerical accuracy, reference data, simulation

Citation

Liu, H. , Guthrie, W. , Malec, D. and Yang, G. (2003), Statistical Reference Datasets (StRD) for Assessing the Numerical Accuracy of Markov Chain Monte Carlo Software, Statistical Reference Datasets (StRD) for Assessing the Numerical Accuracy of Markov Chain Monte Carlo Software, [online], internal:/None (Accessed February 26, 2024)
Created December 1, 2003, Updated February 17, 2017