Posts tagged diagnostics
Sampler Statistics
- 31 May 2022
When checking for convergence or when debugging a badly behaving sampler, it is often helpful to take a closer look at what the sampler is doing. For this purpose some samplers export statistics for each generated sample.
Diagnosing Biased Inference with Divergences
- 26 February 2018
This notebook is a PyMC3 port of Michael Betancourt’s post on mc-stan. For detailed explanation of the underlying mechanism please check the original post, Diagnosing Biased Inference with Divergences and Betancourt’s excellent paper, A Conceptual Introduction to Hamiltonian Monte Carlo.