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SAC
2015
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Cuts in Bayesian graphical models

8 years 6 months ago

Cuts in Bayesian graphical models

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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

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Added	17 Apr 2016
Updated	17 Apr 2016
Type	Journal
Year	2015
Where	SAC
Authors	Martyn Plummer

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