General Methods for Monitoring Convergence of Iterative Simulations

Stephen P. Brooks; Andrew Gelman · Journal of Computational and Graphical Statistics · 1998

Supplementary material available

Quick overview. Review the resource’s basic details, then access the content using the main button. This page shows only the information needed to identify, cite, and open the work.

Author / responsible party

Stephen P. Brooks; Andrew Gelman

Publisher

Journal of Computational and Graphical Statistics

Year

1998

Language

English

Resource access

Open the content from the main option or choose another available source.

OpenAlex OpenAlex Works

Entrar por OpenAlex

Main access

Supplementary material available

El enlace apunta a material asociado, anexos, tablas, datos o página complementaria. No se marca como libro/texto completo.

Open material

Summary

Descripción general del contenido del recurso.

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 tests for convergence. We review methods of inference from simulations in order to develop convergence-monitoring summaries that are relevant for the purposes for which the simulations are used. We recommend applying a battery of tests for mixing based on the comparison of inferences from individual sequences and from the mixture of sequences. Finally, we discuss multivariate analogues, for assessing convergence of several parameters simultaneously.

How to cite

Elegí el formato que necesitás y copiá la referencia al portapapeles.

APA 7

Brooks, S. P. & Gelman, A. (1998). General Methods for Monitoring Convergence of Iterative Simulations. https://doi.org/10.1080/10618600.1998.10474787

MLA

Brooks, Stephen P, and Andrew Gelman. "General Methods for Monitoring Convergence of Iterative Simulations." 1998. https://doi.org/10.1080/10618600.1998.10474787.

Chicago

Brooks, Stephen P. and Andrew Gelman. 1998. "General Methods for Monitoring Convergence of Iterative Simulations.". https://doi.org/10.1080/10618600.1998.10474787.

Harvard

Brooks, S. P. and Gelman, A. 1998, General Methods for Monitoring Convergence of Iterative Simulations, Journal of Computational and Graphical Statistics, available at: https://doi.org/10.1080/10618600.1998.10474787 [Accessed 6 Aug. 2026].

Share and print

Save the record, copy its permanent link, or print it as a PDF.

Export reference

You can export the record in common formats for use in a reference manager.

RIS BibTeX

Resource details

Bibliographic information to help confirm that this is the correct material.

Title: General Methods for Monitoring Convergence of Iterative Simulations

Author / contributors: Stephen P. Brooks; Andrew Gelman

Publisher: Journal of Computational and Graphical Statistics

Publication year: 1998

Language: English

Subjects

Explore related resources through these subjects.

Convergence (economics); Computer science; Inference; Mixing (physics); Algorithm; Mathematical optimization; Mathematics; Artificial intelligence; Quantum mechanics; Physics; Economics; Economic growth