The Folk Theorem of Statistical Computing

May 4, 2013
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(This article was originally published at Statistical Modeling, Causal Inference, and Social Science, and syndicated at StatsBlogs.)

From an email I received the other day:

Things are going much better now — it’s interesting, it feels like with both of my models, parameters are slow to converge or get “stuck” and have trouble mixing when the model is somehow misspecified.

See here for a statement of the folk theorem.

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