Inference from iterative simulation using multiple chains¶
Gelman, A., & Rubin, D. B. (1992). Inference from iterative simulation using multiple chains. Statistical Science, 7(4), 457-472.
Cited by¶
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Primes¶
- Monte Carlo Simulation
- T3 — Convergence diagnostics vs practical stopping criteria. For MCMC specifically, determining when the chain has converged to its stationary distribution — and has produced enough effectively independent samples — is a subtle problem with no universally reliable diagnostic
This sourceGelman-Rubin MCMC convergence diagnostic methods for Bayesian posterior computation.
- T3 — Convergence diagnostics vs practical stopping criteria. For MCMC specifically, determining when the chain has converged to its stationary distribution — and has produced enough effectively independent samples — is a subtle problem with no universally reliable diagnostic
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