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TuringLang / MCMCDiagnosticTools.jl Public

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Improve ESS estimates for antithetic chains#58

Merged

sethaxen merged 22 commits intomainTuringLang/MCMCDiagnosticTools.jl:mainfrom fixnegessTuringLang/MCMCDiagnosticTools.jl:fixnegessCopy head branch name to clipboard

Jan 16, 2023

+55-12

Conversation Commits22 (22)Checks Files changed

Commits

Commits on Jan 9, 2023

Improve truncation for antithetic chains
sethaxen
committed
Constrain ESS to be positive and not too large
sethaxen
committed

Commits on Jan 10, 2023

Clarify thresholding of ESS
sethaxen
committed
Avoid computing ρ_odd if unused
sethaxen
committed
Add references
sethaxen
committed
Update comment
sethaxen
committed
Revert to original placement of sum_pₜ
sethaxen
committed

Commits on Jan 12, 2023

Interpret maxlag as the maximum computed lag
sethaxen
committed
Update comments
sethaxen
committed
Merge branch 'main' into fixnegess
sethaxen
committed
Merge branch 'main' into fixnegess
sethaxen
committed

Commits on Jan 13, 2023

Test that maximum ESS is not exceeded
sethaxen
committed
Update tests
sethaxen
committed
Update ess.jl
sethaxen
committed
Update ismissing test
sethaxen
committed
Increment patch version
sethaxen
committed

Commits on Jan 16, 2023

Merge branch 'main' into fixnegess
sethaxen
committed
Increment patch number
sethaxen
committed
Don't call oftype on missing
sethaxen
committed
Add test for typeunion eltype with Missing
sethaxen
committed
Maybe compute final even term after loop
sethaxen
committed
Check equivalence for Missing
sethaxen
committed

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