ion-number">16.3.1</span> Potential Scale Reduction</h3>
<p>One way to monitor whether a chain has converged to the equilibrium
distribution is to compare its behavior to other randomly initialized
chains. This is the motivation for the <span class="citation">Gelman and Rubin (<a href="references.html#ref-GelmanRubin:1992" role="doc-biblioref">1992</a>)</span> potential
scale reduction statistic, <span class="math inline">\(\hat{R}\)</span>. The <span class="math inline">\(\hat{R}\)</span> statistic
measure