Open AccessA local version of R-hat for MCMC convergence diagnostic
Author(s) -
Théo Moins,
Julyan Arbel,
Anne Dutfoy,
Stéphane Girard
Publication year - 2022
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - convergence (economics) , markov chain monte carlo , computer science , mathematics , artificial intelligence , bayesian probability , economics , economic growth