vergence monitoring</h4>
<p>“Convergence” is a global property and holds for all integrable
functions at once, but employing the <span class="math inline">\(\hat{R}\)</span> statistic requires
additional assumptions and thus may not work for all functions equally
well.</p>
<p>Note that if you just compare the expectations between chains then we
can rely on the Markov chain asymptotics for Gaussian distributions
and can apply the standard tests.</p>
</div>
</div>
</div>
<div class="footnotes">
<hr />
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