ScottishCovidResponse / SCRCIssueTracking

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Implement Gelman-Rubin statistic for MCMC #675

Closed ianhinder closed 4 years ago

ianhinder commented 4 years ago

@chrispooley is working on this. This will allow us to assess whether inference has converged, or needs more samples, by comparing multiple ongoing runs.

github-actions[bot] commented 4 years ago

Heads up @chrispooley @ianhinder @rwj11 - the "BEEPmbp" label was applied to this issue.

chrispooley commented 4 years ago

This I have now implemented with a short description of how it works on the README file. We may do something more sophisticated at some point, but I think this will be good enough for now.