Overview
Chung-Ki Min was an assistant professor at George Mason University, School of Business Administration (Fairfax, VA) in the mid-1990s. He collaborated with Arnold Zellner on Bayesian computation and model selection, including work on time-varying parameter models estimated by Gibbs sampling and on convergence diagnostics for MCMC.
Key Contributions / Features
- Zellner-Min (1995): Co-developed three operational GSC² convergence criteria (ARC², DC², RC²) for the Gibbs sampler that detect convergence to incorrect distributions — a gap left open by Gelman-Rubin and Raftery-Lewis diagnostics. See Zellner-Min (1995).
- Min (1992): "Unconditional Estimation of Time-Varying-Parameter Models: A Gibbs Sampling Approach." Unpublished manuscript, University of Chicago, H.G.B. Alexander Research Foundation.
- Zellner-Min (1993): "Bayesian Analysis, Model Selection and Prediction." In Physics and Probability: Essays in Honor of Edwin T. Jaynes, Cambridge University Press: 195–206.
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