JSM 2003 Online Program

Abstract #302244

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Activity Number:	367
Type:	Contributed
Date/Time:	Wednesday, August 6, 2003 : 10:30 AM to 12:20 PM
Sponsor:	Section on Physical and Engineering Sciences
Abstract - #302244
Title:	Numerical Accuracy for Markov chain Monte Carlo Software
Author(s):	Hung-Kung Liu*+
Companies:	National Institute of Standards and Technology
Address:	820 W Diamond Ave., Gaithersburg, MD, 20899,
Keywords:	MCMC ; numerical accuracy ; Bayes
Abstract:	In the Statistical Reference Datasets (StRD) project, NIST provided datasets on the web (www.itl.nist.gov/div898/strd/index.html) with certified values for assessing the accuracy of software for univariate statistics, linear regression, nonlinear regression, and analysis of variance. A new area in statistical computing is the Bayesian analysis using Markov chain Monte Carlo (MCMC). Despite of its importance, the numerical accuracy of the software for MCMC is largely unknown. We discuss our recent addition of MCMC to the StRD project.

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