The Traceplot Thickens: Developing All-Purpose Convergence Diagnostics for any Markov Chain Monte Carlo Algorithm

Luke Duttweiler, Jonathan Klus, Brent A. Coull +3

Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rub…