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Diagnosing Convergence

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Convergence Criteria

  1. convergence to the stationary distribution

  2. convergence of averages

  3. convergence to iid sampling

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Monitoring Convergence to the Stationary Distribution

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Graphical Methods

TODO: Witch's Hat Distribution

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Nonparametric Tests of Stationary

TODO: Nuclear pump failures

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Monitoring Convergence of Averages

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