Revisiting the Gelman-Rubin diagnostic

DOI10.1214/20-STS812OpenAlexW3204992131MaRDI 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 Carloeffective sample sizebatch meansconvergence diagnosticGelman-Rubin

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Globally Centered Autocovariances in MCMC ⋮ Challenges in Markov chain Monte Carlo for Bayesian neural networks ⋮ Robust probit linear mixed models for longitudinal binary data ⋮ Lagged couplings diagnose Markov chain Monte Carlo phylogenetic inference ⋮ Impacts of vaccination and severe acute respiratory syndrome Coronavirus 2 variants Alpha and Delta on Coronavirus disease 2019 transmission dynamics in four metropolitan areas of the United States ⋮ Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion) ⋮ stableGR

Uses Software

• BayesDA
• Gibbsit

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