General Methods for Monitoring Convergence of Iterative Simulations
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
Reference24 articles.
1. Stationarity detection in the initial transient problem
2. Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
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