JSM Activity #339

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Activity ID:  339
Title
! Efficient MCMC
Date / Time / Room Sponsor Type
08/14/2002
2:00 PM - 3:50 PM
Room: H-Sutton Parlor North 		Section on Bayesian Stat. Sciences*, Section on Statistical Computing* Invited
Organizer: Gregory R. Warnes, Pfizer Global R&D
Chair: Jun Liu, Harvard University
Discussant: 3:20 PM - Bradley P. Carlin, University of Minnesota    
Floor Discussion 3:40 PM
Description

Markov Chain Monte Carlo (MCMC) is an essential tool for performing Bayesian statistical methods. This session focuses on algorithmic and computational methods for reducing the long run times associated with using MCMC.
  300207  By:  Gregory R. Warnes 2:05 PM 08/14/2002
Efficient and Adaptive MCMC by Coupling Multiple Samples

  300208  By:  Monnie  McGee 2:30 PM 08/14/2002
Mixture Transition Monte Carlo: A Generalization of MCMC

  300223  By:  Anthony  Brockwell 2:55 PM 08/14/2002
Practical Regeneration for Markov Chain Monte Carlo Simulation

JSM 2002

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Revised March 2002