16 responses to “Monitoring Convergence in High Dimensions continued”

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  6. Theodore Lytras

    Hi! Very interesting post.
    I wonder: with a bimodal posterior and a high autocorrelation, other than running the chain for very long as you say (and I guess with a high thinning interval??), would it help to run it in Stan compared to JAGS?? Would Hamiltonian MCMC as implemented in Stan help explore the posterior distribution more effectively, so that fewer iterations are required??

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