General Methods for Monitoring Convergence of Iterative Simulations
将Gelman和Rubin（1992a）的收敛性监测方法推广为通用框架，通过比较多条链的组间和组内方差来检验收敛性，并推荐基于单序列与混合序列推断比较的混合检验组合。
We generalize the method proposed by Gelman and Rubin (1992a) for monitoring the convergence of iterative simulations by comparing between and within variances of multiple chains, in order to obtain a family of tests for convergence. We review methods of inference from simulations in order to develop convergence-monitoring summaries that are relevant for the purposes for which the simulations are used. We recommend applying a battery of tests for mixing based on the comparison of inferences from individual sequences and from the mixture of sequences. Finally, we discuss multivariate analogues, for assessing convergence of several parameters simultaneously.