Movies for the visualization of MCMC output

2025-02-11 Classification：Archaeology Click()
Author：Lazar, NA; Kadane, JB

Article Title：Movies for the visualization of MCMC output

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.

Keywords: archaeology; multiple changepoints; reversible jump MCMC; sampling-resampling; visualization

DOI: 10.1198/106186002376

Source：JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

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