https://github.com/avehtari/rhat_ess
Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC
https://github.com/avehtari/rhat_ess
bayesian bayesian-data-analysis bayesian-inference bayesian-methods bayesian-statistics markov-chain-monte-carlo
Last synced: about 1 month ago
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Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC
- Host: GitHub
- URL: https://github.com/avehtari/rhat_ess
- Owner: avehtari
- Created: 2018-04-25T18:55:35.000Z (almost 8 years ago)
- Default Branch: master
- Last Pushed: 2021-11-10T18:11:41.000Z (over 4 years ago)
- Last Synced: 2025-01-30T08:30:12.327Z (about 1 year ago)
- Topics: bayesian, bayesian-data-analysis, bayesian-inference, bayesian-methods, bayesian-statistics, markov-chain-monte-carlo
- Language: HTML
- Homepage:
- Size: 70.4 MB
- Stars: 30
- Watchers: 5
- Forks: 5
- Open Issues: 1
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
This repository contains tex, code, and online appendix for
Aki Vehtari, Andrew Gelman, Daniel Simpson, Bob Carpenter,
Paul-Christian Bürkner (2020): Rank-normalization, folding, and
localization: An improved R-hat for assessing convergence of
MCMC. *Bayesian analysis*, 16(2):667-718. [doi:10.1214/20-BA1221](https://doi.org/10.1214/20-BA1221).
- [Online at Bayesian analysis (with discussion)](https://doi.org/10.1214/20-BA1221)
- [Preprint](http://arxiv.org/pdf/1903.08008.pdf)
- [Online appendix in html](https://avehtari.github.io/rhat_ess/rhat_ess.html)
- [Online appendix 2: Comparison of ESS and MCSE estimators](https://avehtari.github.io/rhat_ess/ess_comparison.html)
- [monitornew.R](https://github.com/avehtari/rhat/blob/master/code/monitornew.R)
- [monitorplot.R](https://github.com/avehtari/rhat/blob/master/code/monitorplot.R)