Nested $\hat R$: Assessing the convergence of Markov chain Monte Carlo when running many short chains
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arXiv
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| Main Authors: | Margossian, Charles C., Hoffman, Matthew D., Sountsov, Pavel, Riou-Durand, Lionel, Vehtari, Aki, Gelman, Andrew |
|---|---|
| Format: | Preprint |
| Published: |
2021
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| Subjects: | |
| Online Access: | |
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