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To cite the posterior R package:
Bürkner P, Gabry J, Kay M, Vehtari A (2025). “posterior: Tools for Working with Posterior Distributions.” R package version 1.6.1, https://mc-stan.org/posterior/.
To cite the MCMC convergence diagnostics (`rhat`, `ess_bulk`, `ess_tail`, `ess_median`, `ess_quantile`, `mcse_median`, and `mcse_quantile`):
Vehtari A, Gelman A, Simpson D, Carpenter B, Bürkner P (2021). “Rank-normalization, folding, and localization: An improved Rhat for assessing convergence of MCMC (with discussion).” Bayesian Analysis, 16(2), 667-718.
To cite MCMC convergence diagnostic `nested_rhat`:
Margossian C, Hoffman M, Sountsov P, Riou-Durand L, Vehtari A, Gelman A (2024). “Nested Rhat: Assessing the convergence of Markov chain Monte Carlo when running many short chains.” Bayesian Analysis. doi:10.1214/24-BA1453.
To cite MCMC convergence diagnostic `rstar`:
Lambert B, Vehtari A (2022). “Rstar: A robust MCMC convergence diagnostic with uncertainty using decision tree classifiers.” Bayesian Analysis, 17(2), 353-379. doi:10.1214/20-BA1252.
To cite Pareto-k diagnostics and Pareto smoothing (`pareto_khat`, `pareto_min_ss`, `pareto_convergence_rate`, `khat_threshold`, `pareto_diags`, and `pareto_smooth`):
Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J (2024). “Pareto smoothed importance sampling.” Journal of Machine Learning Research, 25(72), 1-58.
Corresponding BibTeX entries:
@Misc{,
title = {posterior: Tools for Working with Posterior
Distributions},
author = {Paul-Christian Bürkner and Jonah Gabry and Matthew Kay
and Aki Vehtari},
year = {2025},
note = {R package version 1.6.1},
url = {https://mc-stan.org/posterior/},
}
@Article{,
title = {Rank-normalization, folding, and localization: An improved
Rhat for assessing convergence of MCMC (with discussion)},
author = {Aki Vehtari and Andrew Gelman and Daniel Simpson and Bob
Carpenter and Paul-Christian Bürkner},
journal = {Bayesian Analysis},
year = {2021},
volume = {16},
number = {2},
pages = {667-718},
}
@Article{,
title = {Nested Rhat: Assessing the convergence of Markov chain
Monte Carlo when running many short chains},
author = {Charles C. Margossian and Matthew D. Hoffman and Pavel
Sountsov and Lionel Riou-Durand and Aki Vehtari and Andrew
Gelman},
journal = {Bayesian Analysis},
year = {2024},
doi = {10.1214/24-BA1453},
}
@Article{,
title = {Rstar: A robust MCMC convergence diagnostic with
uncertainty using decision tree classifiers},
author = {Ben Lambert and Aki Vehtari},
journal = {Bayesian Analysis},
year = {2022},
volume = {17},
number = {2},
pages = {353-379},
doi = {10.1214/20-BA1252},
}
@Article{,
title = {Pareto smoothed importance sampling},
author = {Aki Vehtari and Daniel Simpson and Andrew Gelman and
Yuling Yao and Jonah Gabry},
journal = {Journal of Machine Learning Research},
year = {2024},
volume = {25},
number = {72},
pages = {1-58},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.