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Improving MCMC convergence diagnostic with a local version of R-hat

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https://hal.inria.fr/hal-03337454
Contributor : Julyan Arbel Connect in order to contact the contributor
Submitted on : Wednesday, September 8, 2021 - 9:00:05 AM
Last modification on : Friday, February 4, 2022 - 3:34:27 AM

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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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