Revisiting the Gelman-Rubin diagnostic (Q2075706): Difference between revisions

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+Replicated batch means for steady-state simulations
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+A Hellinger distance approach to MCMC diagnostics
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+Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
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+Multivariate initial sequence estimators in Markov chain Monte Carlo
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+MCMC diagnostics for higher dimensions using Kullback Leibler divergence
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+Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
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+Markov chain Monte Carlo: can we trust the third significant figure?
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+Batch means and spectral variance estimators in Markov chain Monte Carlo
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+Inference from iterative simulation using multiple sequences
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+Subsample distribution distance and McMC convergence
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+On the Markov chain central limit theorem
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+Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
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+Fixed-Width Output Analysis for Markov Chain Monte Carlo
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+Monte Carlo error estimation for multivariate Markov chains
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+Weighted batch means estimators in Markov chain Monte Carlo
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+Markov Chains and Stochastic Stability
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
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+Multivariate estimation in regenerative simulation
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+Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
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+Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
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+Multivariate output analysis for Markov chain Monte Carlo
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+Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
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+CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
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