flatironinstitute / mcmc-monitor

Monitor MCMC runs in the browser
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Heat maps for density distribution and contour plots #100

Open modichirag opened 1 year ago

modichirag commented 1 year ago

In addition to scatter plots of individual samples, the posterior density is also often visualized as heat maps. This might also be more efficient when the number of samples is large.

For heat maps, it is also useful to be able to show contours for different percentiles, like 68-95%iles (or better, user specified). I can look up or write a piece of code to do this with mcmc samples if one is not available.

modichirag commented 1 year ago

As an example https://python.arviz.org/en/stable/examples/plot_pair_kde_hdi.html