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$\texttt{NFDiag}$: High-dimensional MCMC Convergence Diagnosis with Normalizing Flows

arXiv:2610.16574v1 Announce Type: new Abstract: Accurately assessing the convergence of Monte Carlo Markov Chains is crucial for ensuring their validity in Bayesian inference problems. However, convergence assessment in high dimensions is known to be difficult, due to most convergence diagnostics b…

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  1. 2026-10-14 04:00 · arXiv stat.ML
    $\texttt{NFDiag}$: High-dimensional MCMC Convergence Diagnosis with Normalizing Flows

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