Construct · 1 fields · 1 citations

potential scale reduction factor: a standalone construct

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potential scalereduction factor1 CONSTRUCTPotential scaleGELMAN · BAYESIAN STATISTICS

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Bayesian statistics

a convergence check for iterative simulation that compares between-chain and within-chain variance across several chains, with values near one suggesting convergence.

In Bayesian statistics, potential scale reduction factor refers to a convergence check for iterative simulation that compares between-chain and within-chain variance across several chains, with values near one suggesting convergence. This meaning comes from Gelman (1992) in Statistical Science.[1]

Unit
Recovery means
Measured by

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Nearby constructs

check1 fields · 1 citationsanchor · a standalone constructconvergence4 fields · 4 citationsjingle · one word, four constructsfactor3 fields · 4 citationsjingle · one word, three constructs

References

  1. Gelman, A., & Rubin, D. B. (1992). Inference from Iterative Simulation Using Multiple Sequences. Statistical Science, 7(4), 457-472. https://doi.org/10.1214/ss/1177011136

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