在潜变量建模中的MCMC停止规则
Sunbeom Kwon1, Susu Zhang1, Hans Friedrich Köhn1
1University of Illinois, Urbana-Champaign, Urbana, Illinois, USA.
选择正确的马尔科夫链蒙特卡洛 (MCMC) 停止规则对于准确的潜在变量模型至关重要. 单链方法通常比多链方法产生更好的项目参数准确性.
科学领域:
- 计算统计学 计算统计学
- 心理测量 心理测量 心理测量
- 教育测量教育的测量
背景情况:
- 贝叶斯分析经常使用马尔科夫链蒙特卡洛 (MCMC) 算法进行后端分布采样.
- 准确的融合诊断对于可靠的MCMC结果至关重要,特别是在复杂的潜变量模型中.
研究的目的:
- 在潜在变量模型中比较各种MCMC停止规则的性能.
- 为确定最佳的MCMC算法终结点提供实用指南.
- 在DINA和双因素物品响应理论模型的背景下评估停止规则.
主要方法:
- 进行模拟研究以评估四个MCMC停止规则:潜在缩小因子 (PSRF),固定宽度停止规则,Geweke的诊断和有效样本大小.
- 绩效是根据特定的潜变量模型中的项目和人参数准确度来评估的.
主要成果:
- 与多链方法相比,单链MCMC方法显示出更高的项目参数准确性.
- 停止规则对人参数估计的影响不那么明显,而不是对项目参数的影响.
- 过度依赖单变量PSRF可能会导致过早的算法终止和偏差的项目参数估计.
结论:
- 实践人员在使用单变量PSRF时应谨慎使用,仔细选择切断值以避免偏差.
- 该研究为选择适当的MCMC停止规则提供了指导,以提高潜变量建模的精度.
- 了解停止规则的表现对于教育和心理测量的可靠结果至关重要.
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