Discussion of the paper "Rank-Normalization, Folding, and Localization: An Improved $\widehat{R}$ for Assessing Convergence of MCMC''
Abstract
In this note, we discuss an adaptation of the quantile transformation introduced in Vehtari et al. (2021) to the computation of some new R and analyse associated theoretical properties.
Domains
Statistics [stat]
Origin : Files produced by the author(s)