Improving MCMC convergence diagnostic with a local version of R-hat - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2021
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hal-03337454 , version 1 (08-09-2021)

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  • HAL Id : hal-03337454 , version 1

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Julyan Arbel, Stéphane Girard, Théo Moins, Anne Dutfoy, Khalil Leachouri. Improving MCMC convergence diagnostic with a local version of R-hat. MAS 2021 - Journées Modélisation Aléatoire et Statistique, Aug 2021, Orléans, France. ⟨hal-03337454⟩
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