Abstract
The cut function defined by the OpenBUGS software is described as a "valve" that prevents feedback in Bayesian graphical models. It is shown that the MCMC algorithm applied by OpenBUGS in the presence of a cut function does not converge to a well-defined limiting distribution. However, it may be improved by using tempered transitions. The cut algorithm is compared with multiple imputation as a gold standard in a simple example.
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