Revisiting the Gelman-Rubin diagnostic

DOI10.1214/20-STS812MaRDI QIDQ2075706

Dootika Vats, Christina Knudson

Publication date: 15 February 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.09384

zbMATH Keywords

Markov chain Monte Carlo; effective sample size; batch means; convergence diagnostic; Gelman-Rubin

Mathematics Subject Classification ID

62-XX: Statistics

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Uses Software

• BayesDA
• Gibbsit

Cites Work

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