JSM 2004 - Toronto

Abstract #302072

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Activity Number: 440
Type: Contributed
Date/Time: Thursday, August 12, 2004 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #302072
Title: Ranking the Sources of Numerical Error in MCMC Computations
Author(s): William F. Guthrie*+ and Hung-kung Liu and Donald Malec and Grace Yang
Companies: National Institute of Standards and Technology and National Institute of Standards and Technology and National Institute of Standards and Technology and National Institute of Standards and Technology
Address: 100 Bureau Dr., Gaithersburg, MD, 20899-8980,
Keywords: MCMC computations ; numerical error ; Bayesian analysis ; reference data (StRD)
Abstract:

Like all statistical computations, the computations in Markov Chain Monte Carlo analyses are subject to many sources of numerical error. The sources of numerical error that arise in the computations associated with a simple Bayesian model for data sets from the NIST Statistical Reference Datasets (StRD) web site will be studied. The different sources of numerical error will be compared and ranked with respect to their impact on the total numerical error.

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