Work

On the use of a local R-hat to improve MCMC convergence diagnostic

Year: 2022

Type: conference-paper

Source: HAL

Authors: Moins, Théo, Arbel, Julyan, Dutfoy, Anne, Girard, Stéphane

Institution: STATIFY: Modèles statistiques bayésiens et des valeurs extrêmes pour données structurées et de grande dimension

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4281620842

FWCI:

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Related to: 10