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[ascl:2011.004] MCMCDiagnostics: Markov Chain Monte Carlo convergence diagnostics

MCMCDiagnostics contains two diagnostics, written in Julia, for Markov Chain Monte Carlo. The first is potential_scale_reduction(chains...), which estimates the potential scale reduction factor, also known as Rhat, for multiple scalar chains
. The second, effective_sample_size(chain), calculates the effective sample size for scalar chains. These diagnostics are intended as building blocks for use by other libraries.

Code site:
https://github.com/tpapp/MCMCDiagnostics.jl
Used in:
https://ui.adsabs.harvard.edu/abs/2020arXiv201001074A
Bibcode:
2020ascl.soft11004P

Views: 527

ascl:2011.004
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