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Comment on "Bayesian Computation and Stochastic Systems"

Comment on "Bayesian Computation and Stochastic Systems"
Comment on "Bayesian Computation and Stochastic Systems"
We congratulate the authors on a magnificent paper, providing a nicely paced introduction to Markov chain Monte Carlo and its applications, together with several new ideas. In particular the class of pairwise difference priors is bound to have a substantial impact on future applied work. Other ideas given less prominence in the paper are also valuable, for example, the construction of simultaneous credible regions based on MCMC output. There are several issues which we wish to comment on in detail.
0883-4237
49-51
Roberts, G.O.
c954867f-84a1-4fc7-a618-ccbce35fa89b
Sahu, S.K.
33f1386d-6d73-4b60-a796-d626721f72bf
Gilks, W.R.
a885c9e6-91f3-4b05-b4d4-e8b924af984a
Roberts, G.O.
c954867f-84a1-4fc7-a618-ccbce35fa89b
Sahu, S.K.
33f1386d-6d73-4b60-a796-d626721f72bf
Gilks, W.R.
a885c9e6-91f3-4b05-b4d4-e8b924af984a

Roberts, G.O., Sahu, S.K. and Gilks, W.R. (1995) Comment on "Bayesian Computation and Stochastic Systems". Statistical Science, 10 (1), 49-51.

Record type: Article

Abstract

We congratulate the authors on a magnificent paper, providing a nicely paced introduction to Markov chain Monte Carlo and its applications, together with several new ideas. In particular the class of pairwise difference priors is bound to have a substantial impact on future applied work. Other ideas given less prominence in the paper are also valuable, for example, the construction of simultaneous credible regions based on MCMC output. There are several issues which we wish to comment on in detail.

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More information

Published date: 1995
Organisations: Statistics

Identifiers

Local EPrints ID: 54066
URI: http://eprints.soton.ac.uk/id/eprint/54066
ISSN: 0883-4237
PURE UUID: f1d8ff42-17a2-43c3-a141-d1dbaee71485
ORCID for S.K. Sahu: ORCID iD orcid.org/0000-0003-2315-3598

Catalogue record

Date deposited: 04 Aug 2008
Last modified: 14 Mar 2019 01:47

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