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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.
https://hal.inria.fr/hal-03222934
Contributor : Théo Moins Connect in order to contact the contributor
Submitted on : Monday, May 10, 2021 - 3:24:22 PM
Last modification on : Thursday, February 3, 2022 - 11:14:49 AM
Long-term archiving on: : Wednesday, August 11, 2021 - 7:52:23 PM
Contributor : Théo Moins Connect in order to contact the contributor
Submitted on : Monday, May 10, 2021 - 3:24:22 PM
Last modification on : Thursday, February 3, 2022 - 11:14:49 AM
Long-term archiving on: : Wednesday, August 11, 2021 - 7:52:23 PM
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Discussion_BA_Rhat_HAL.pdf
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