Posts by Agustina Arroyuelo
Diagnosing Biased Inference with Divergences
- 18 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.