mcmc convergence dignostics plot

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mcmc convergence dignostics plot

Postby jkh » Mon Aug 22, 2016 10:10 am

Hi,

I got fowllowing mcmc convergence dignostics plot (plz see attached file).
As you can see, red and bule lines begin to diverge from around 60,000 iterations.

I found log posterior kernel's mode by mode_cpmpute=9, since Prof. Pfeifer recommended this for global mode finder in this site's other posts.
Then, it looked considerably successful until around 60,000 iterations.

However, attached plot casts doubt on convergence.


Do I need more iteration or Can I use the results before 60,000 iterations, or do I need to seek another ways?

Thanks in advance.
Attachments
allv_rot822_mdiag.pdf
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jkh
 
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Re: mcmc convergence dignostics plot

Postby jpfeifer » Mon Aug 22, 2016 10:13 am

Please take a look at the trace plots. You should be able to easily spot what is going on.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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