Improving MCMC convergence diagnostic: a local version of R-hat - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Poster Communications Year : 2021

Dates and versions

hal-03372736 , version 1 (20-10-2021)

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  • HAL Id : hal-03372736 , version 1

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Théo Moins, Julyan Arbel, Stéphane Girard, Anne Dutfoy. Improving MCMC convergence diagnostic: a local version of R-hat. BayesComp-ISBA workshop: Measuring the quality of MCMC output, Oct 2021, online, France. ⟨hal-03372736⟩
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