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
- 12 February 2018
This notebook is inspired by Michael Betancourt’s post on mc-stan, but we have adapted to reflect improvements in diagnostics since then and to show best practices. For discussion on the theory behind divergences and how they relate to biased inference, you can read A Conceptual Introduction to Hamiltonian Monte Carlo.