alan-turing-institute / PDSampler.jl

Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)
Other
33 stars 8 forks source link

discuss stopping criterion #5

Open tlienart opened 7 years ago

tlienart commented 7 years ago

Proper stopping criterion (with theoretical guarantees) is when the clock in BPS or LBPS goes over a pre-specified (large) time T such as 1e8.

At the moment we're also stopping

Both potentially add bias of some form and even though they make sense and the possibility should probably stay there, the user should be warned that the suggested choice is a maximum time.

tlienart commented 7 years ago

this consequently has to be sorted in src/local/simulate and src/simulate