Diagnosing Convergence

Convergence Criteria

  1. 1.
    convergence to the stationary distribution
  2. 2.
    convergence of averages
  3. 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

Last modified 3yr ago