Closed jhrcook closed 3 years ago
While I am at it, it would be useful to collate the MCMC diagnositcs that I recently added to the reports and show plots relating the overall status of the MCMC process. For example, what is the distribution of the number of divergences per chain and variability in the number of divergences per simulation.
Sources:
I have added the uniformity check to the simulation_based_calibration_helpers
module. 🥳
A few more changes:
Add the uniformity check spelled out in the original simulation based calibration paper (cited below). Keep the current diagnostics and checks in the report, as they provide additional useful information, though care should be taken when analyzing the “accuracy” of the models on simulated data.
Talts, Sean, Michael Betancourt, Daniel Simpson, Aki Vehtari, and Andrew Gelman. 2018. “Validating Bayesian Inference Algorithms with Simulation-Based Calibration.” arXiv [stat.ME]. arXiv. http://arxiv.org/abs/1804.06788.