MCMC Convergence Diagnostics

I have revisited my approach to deciding if MCMC has run for long enough recently, and I’m collecting some of the relevant material here:

Last time I thought about it:

Original paper for R_hat approach:

Presentation comparing several approaches:

Published comparison:

Blog about a cool visual approach:

Discussion on cross-validated:

Book with a chapter on this referenced there: (available as an eBook from UW Library, how convenient!)

Another related blog:

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