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SAC
2015
ACM

Cuts in Bayesian graphical models

3 years 5 months ago
Cuts in Bayesian graphical models
Abstract The cut function defined by the OpenBUGS software is described as a “valve” that prevents feedback in Bayesian graphical models. It is shown that the MCMC algorithm applied by OpenBUGS in the presence of a cut function does not converge to a well-defined limiting distribution. However, it may be improved by using tempered transitions. The cut algorithm is compared with multiple imputation as a gold standard in a simple example. Keywords Bayesian inference · Cutting feedback · Multiple imputation
Martyn Plummer
Added 17 Apr 2016
Updated 17 Apr 2016
Type Journal
Year 2015
Where SAC
Authors Martyn Plummer
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