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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.
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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

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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, International Society for Bayesian Analysis, 2021, 16 (2), pp.711--712. ⟨10.1214/20-ba1221⟩. ⟨hal-03222934⟩

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