R-hat Convergence Diagnostic
Runs multiple chains from dispersed starting points and compares between-chain to within-chain variance; R-hat near 1 (modern threshold below 1.01, using rank-normalized split-R-hat) indicates the chains have plausibly mixed into the same distribution.
This Concept is waiting for its first lesson!
Runs multiple chains from dispersed starting points and compares between-chain to within-chain variance; R-hat near 1 (modern threshold below 1.01, using rank-normalized split-R-hat) indicates the chains have plausibly mixed into the same distribution.
Are you a teacher? Sign in to start contributing.
Sign In