liesel-devs / liesel

A probabilistic programming framework
https://liesel-project.org
MIT License
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Relative error frequency is wrong when using thinning #181

Open jobrachem opened 5 months ago

jobrachem commented 5 months ago

I encountered something like this when I used thinning:

image

Note the selected line, with a relative error count > 1. I sampled for 20,000 samples in 4 chains with thinning=10, thus ending up with 2,000 x 4=8,000 posterior samples. The error count in the selected line shows 11,777 errors: more than were kept.

I think the error summary should respect thinning.