Revisiting the Gelman-Rubin Diagnostic

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Revisiting the Gelman-Rubin Diagnostic

21 December 2018

Christina Knudson

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Papers citing "Revisiting the Gelman-Rubin Diagnostic"

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Title
Estimating Monte Carlo variance from multiple Markov chains Kushagra Gupta Dootika Vats 46 5 0 08 Jul 2020
Convergence diagnostics for Markov chain Monte Carlo Vivekananda Roy 66 220 0 26 Sep 2019
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Bürkner 52 940 0 19 Mar 2019
Lugsail lag windows for estimating time-average covariance matrices Dootika Vats James M. Flegal 26 12 0 12 Sep 2018
Weighted batch means estimators in Markov chain Monte Carlo Yating Liu James M. Flegal OffRL 38 19 0 21 May 2018
Multivariate Output Analysis for Markov chain Monte Carlo Dootika Vats James M. Flegal Galin L. Jones 53 276 0 24 Dec 2015
Strong Consistency of Multivariate Spectral Variance Estimators Dootika Vats James M. Flegal Galin L. Jones 41 7 0 29 Jul 2015
Relative fixed-width stopping rules for Markov chain Monte Carlo simulations James M. Flegal Lei Gong 52 37 0 01 Mar 2013
Batch means and spectral variance estimators in Markov chain Monte Carlo James M. Flegal Galin L. Jones 80 255 0 11 Nov 2008