Revisiting the Gelman-Rubin diagnostic
From MaRDI portal
Publication:2075706
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
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
Cites Work
- Unnamed Item
- Markov chain Monte Carlo: can we trust the third significant figure?
- On the Markov chain central limit theorem
- Tests for standardized generalized variances of multivariate normal populations of possibly different dimensions
- Multivariate estimation in regenerative simulation
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Weighted batch means estimators in Markov chain Monte Carlo
- Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
- Inference from iterative simulation using multiple sequences
- Monte Carlo error estimation for multivariate Markov chains
- Multivariate initial sequence estimators in Markov chain Monte Carlo
- Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Replicated batch means for steady-state simulations
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
- Markov Chains and Stochastic Stability
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Multivariate output analysis for Markov chain Monte Carlo
- MCMC diagnostics for higher dimensions using Kullback Leibler divergence
- A Hellinger distance approach to MCMC diagnostics
- Subsample distribution distance and McMC convergence
This page was built for publication: Revisiting the Gelman-Rubin diagnostic
