A reversible-chain permutation test yields near-zero p-values for the Lenkoski direct G-Wishart sampler, indicating it does not generate exact samples from the specified distribution.
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An MCMC hypothesis test to check a claimed sampler: applied to a claimed sampler for the G-Wishart distribution
A reversible-chain permutation test yields near-zero p-values for the Lenkoski direct G-Wishart sampler, indicating it does not generate exact samples from the specified distribution.