2 ms·

I don't follow the literature on sampling based inference very closely. Could anyone tell me what's the state of the art in confirming and debugging convergence

• disgruntledphd2 8y ago
  I'm not an expert, but I think R-hat is pretty commonly used. There are a whole bunch of diagnostic plots in the bayesian community within R (bayesplot and tidybayes are useful here). Not sure if that's state of the art (R-hat definitely isn't, as it's in Gelman's PhD thesis). The folk theorem of computational statistics suggests that if the model has convergence problems, it's a bad model ;)