Discussion of the paper "Rank-Normalization, Folding, and Localization: An Improved $\widehat{R}$ for Assessing Convergence of MCMC'' - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Bayesian Analysis Year : 2021

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.
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hal-03222934 , version 1 (10-05-2021)

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Théo Moins, Julyan Arbel, Anne Dutfoy, Stéphane Girard. Discussion of the paper "Rank-Normalization, Folding, and Localization: An Improved $\widehat{R}$ for Assessing Convergence of MCMC''. Bayesian Analysis, 2021, 16 (2), pp.711--712. ⟨10.1214/20-ba1221⟩. ⟨hal-03222934⟩
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