Abstract #300156

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JSM 2002 Abstract #300156
Activity Number: 368
Type: Invited
Date/Time: Thursday, August 15, 2002 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Graphics*
Abstract - #300156
Title: Visualization of Markov Chain Monte Carlo Output
Author(s): Nicole Lazar*+ and Joseph Kadane
Affiliation(s): Carnegie Mellon University and Carnegie Mellon University
Address: 5000 Forbes Ave., Baker Hall 132J, Pittsburgh, Pennsylvania, 15213, USA
Keywords: Reversible Jump MCMC ; Sampling-Resampling ; Visualization
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 in Stylos, Crete.

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Revised March 2002