M
M
Monte-Carlo
Home
ESL-CN
TechNotes
Blog
Search
⌃
K
Links
Introduction
AIS
Generate R.V.
Gibbs
Markov Chain
MC Approximation
MC Integration
MC Optimization
MCMC
Metropolis-Hastings
PBMCMC
RJMCMC
Diagnosing Convergence
SMCTC
Tempering
Misc
References
Powered By
GitBook
Comment on page
Diagnosing Convergence
Convergence Criteria
1.
convergence to the stationary distribution
2.
convergence of averages
3.
convergence to iid sampling
Monitoring Convergence to the Stationary Distribution
Graphical Methods
TODO: Witch's Hat Distribution
Nonparametric Tests of Stationary
TODO: Nuclear pump failures
Monitoring Convergence of Averages
Previous
RJMCMC
Next
SMCTC
Last modified
5yr ago