mrc-ide / drjacoby

Flexible Markov chain monte carlo via reparameterization
https://mrc-ide.github.io/drjacoby/
Other
12 stars 5 forks source link

Improve rungs vignette #102

Open bobverity opened 2 years ago

bobverity commented 2 years ago

Vignette on parallel tempering currently jumps in at the deep end. Change text to ramp up, starting by talking about issues with correlation and how these can often be fixed with other methods (e.g. reparameterisation). When it comes to temperature rungs, make sure it's clear to the user exactly what order to do things in - i.e. better to get the model mixing nicely over a single output chain before adding more chains.