tlooto
Sign up
Open AccessMathematicsComputer Science

General methods for monitoring convergence of iterative simulations

P. Stephen, Brooks, Andrew, Gelman

1998.12.1JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

DOI: 10.1080/10618600.1998.10474787

tlooto Summary

This work generalizes the method proposed by Gelman and Rubin (1992a) for monitoring the convergence of iterative simulations by comparing between and within variances of multiple chains, in order to obtain a family of tests for convergence.

Abstract

Abstract is not available.

Citation format

STEPHEN, P., et al. General methods for monitoring convergence of iterative simulations. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 1998, 7: 434–455.