Discuss our new R-hat paper for the journal Bayesian Analysis!

Here’s your opportunity:

We welcome public contributions to the Discussion of the manuscript the manuscript Rank-normalization, folding, and localization: An improved R-hat for assessing convergence of MCMC by A. Vehtari, A. Gelman, D. Simpson, B. Carpenter and P. C. Bürkner, which will be featured as a Discussion Paper in the June 2021 issue of the journal. You can find the manuscript in the Advance publication section of the journal website. The contributions should be no more than two pages in length, using the BA latex style and should be submitted to the journal using the Electronic Journal Management System (EJMS) submission page, before May 10th, 2021. An announcement for the public Webinar presentation will follow. As a reminder, all BA Discussion Webinars can be viewed on the ISBA YouTube channel.

I’m very happy with this article. It takes the basic principle from our 1992 paper on R-hat and improves it in various ways. I also recommend you read the followup paper by Ben Lambert and Aki Vehtari on R*, which is a multivariate mixing statistic that uses nonparametric clustering, again, following the basic idea of comparing individual to mixed chains, but in a more general way.