Inference from Simulations and Monitoring Convergence

  title={Inference from Simulations and Monitoring Convergence},
  author={Andrew Gelman and Kenneth E. Shirley},
Constructing efficient iterative simulation algorithms can be difficult, but inference and monitoring convergence are relatively easy. We first give our recommended strategy (following Section 11.10 of Gelman et al., 2003) and then explain the reasons for our recommendations, illustrating with a relatively simple example from our recent research: a hierarchical model fit to public-opinion survey data. 
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