Correspondence site: http://www.respond2articles.com/MEE/
On thinning of chains in MCMC
Article first published online: 17 JUN 2011
© 2011 The Authors. Methods in Ecology and Evolution © 2011 British Ecological Society
Methods in Ecology and Evolution
Volume 3, Issue 1, pages 112–115, February 2012
How to Cite
Link, W. A. and Eaton, M. J. (2012), On thinning of chains in MCMC. Methods in Ecology and Evolution, 3: 112–115. doi: 10.1111/j.2041-210X.2011.00131.x
- Issue published online: 1 FEB 2012
- Article first published online: 17 JUN 2011
- Received 22 February 2011; accepted 18 May 2011 Handling Editor: David Warton
- Markov chain Monte Carlo;
1. Markov chain Monte Carlo (MCMC) is a simulation technique that has revolutionised the analysis of ecological data, allowing the fitting of complex models in a Bayesian framework. Since 2001, there have been nearly 200 papers using MCMC in publications of the Ecological Society of America and the British Ecological Society, including more than 75 in the journal Ecology and 35 in the Journal of Applied Ecology.
2. We have noted that many authors routinely ‘thin’ their simulations, discarding all but every kth sampled value; of the studies we surveyed with details on MCMC implementation, 40% reported thinning.
3. Thinning is often unnecessary and always inefficient, reducing the precision with which features of the Markov chain are summarised. The inefficiency of thinning MCMC output has been known since the early 1990’s, long before MCMC appeared in ecological publications.
4. We discuss the background and prevalence of thinning, illustrate its consequences, discuss circumstances when it might be regarded as a reasonable option and recommend against routine thinning of chains unless necessitated by computer memory limitations.