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General Methods for Monitoring Convergence of Iterative Simulations
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General Methods for Monitoring Convergence of Iterative Simulations
Stephen P. Brooks; Andrew Gelman · Journal of Computational and Graphical Statistics · 1998
Abstract We generalize 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 ...
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