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Updated: Sep 10, 2025

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マルコフ連鎖モンテカルロの多変量プロビットモデルによる識別および収束行動

Xiao Zhang1

  • 1Department of Mathematical Sciences, Michigan Technological University, Houghton, MI, USA.

Communications in statistics: theory and methods
|August 22, 2025
PubMed
まとめ

この研究では,パラメータ拡張が多変量プロビットモデルにおけるマルコフ連鎖モンテカルロ (MCMC) 収束にどのように影響するかを調査しています. 識別可能なモデルと識別できないモデルの間でMCMCのパフォーマンスを比較し,統計分析のための実践的な指針を提供します.

キーワード:
特定可能性MCMC について多変量プロビットモデルパラメータ拡張

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