For how many iterations should we run Markov chain Monte Carlo?

General
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Charles and I wrote a chapter with the above title for the forthcoming Handbook of Markov Chain Monte Carlo, 2nd edition.

A link to the article is at this post: For how many iterations should we run Markov chain Monte Carlo? | Statistical Modeling, Causal Inference, and Social Science

We still have an opportunity to revise it, so if you see anything wrong or misleading, or if there are other issues you think we should mention, please let us know in the comments to that post. Thanks!

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I gave them a ton of feedback on this paper. It’s nice, but very high level in the style of handbook chapters. You might want to start with Charles’s paper with an extended author list on nested R-hat:

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