MCMC Convergence Diagnostics

mcmcconvergence-diagnosticsgibbs-samplermetropolis-hastingsdiagnostics

Definition

Markov Chain Monte Carlo (MCMC) convergence diagnostics are procedures for assessing whether a Markov chain sampler has reached its stationary distribution and whether a given run length is sufficient for reliable posterior inference. The core problem is that MCMC output is autocorrelated and dependent on starting values; diagnostics aim to detect failure to mix, inadequate burn-in, and convergence to the wrong distribution.

Key Ideas

How It Works

Full details of each method — including the Gelman-Rubin formula, Raftery-Lewis Markov chain derivation, Zellner-Min three criteria (ARC² = Anchored Ratio, DC² = Difference, RC² = Ratio), and spectral variance estimation — are in Gibbs Sampler (§ Convergence Diagnostics) and Markov Chain Monte Carlo (§ Convergence Diagnostics). The entry here is a navigational hub; see those pages for derivations.

Why It Matters

A chain that has not converged produces biased posterior summaries regardless of how many draws are collected after burn-in. The Zellner-Min example — a chain stuck near (0,5)(0,5) when the true posterior has another mode at (0,5)(0,-5) — illustrates that Gelman-Rubin and Raftery-Lewis can both report convergence while the sampler is exploring only part of the space. Multiple complementary diagnostics are needed; no single check is sufficient.

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