Assessing Convergence of Markov Chain Monte Carlo Algorithms
نویسندگان
چکیده
We motivate the use of convergence diagnostic techniques for Markov Chain Monte Carlo algorithms and review various methods proposed in the MCMC literature. A common notation is established and each method is discussed with particular emphasis on implementational issues and possible extensions. The methods are compared in terms of their interpretability and applicability and recommendations are provided for particular classes of problems.
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