Closed I-Bouros closed 9 months ago
Looks good to me but definitely one for @ben18785 :D
Few minor things:
controller.set_log_to_screen(False)
) to make it easier to read? Similarly could replace [ecdf_norm_plotter(draws[:, i], np.sqrt(i + 1)) for i in range(6)]
with 6 lines ecdf_norm_plotter(draws[:, 0], np.sqrt(1)
etc so that the plots don't get grouped in a little scroll window?@ben18785 do you know if we can easily compare to stan on any of these problems?
Thanks. I think the number of iterations is fine -- NUTS is substantially more expensive than some other algos, so think we shouldn't aim for consistency on that.
I think otherwise all looks fine! (Not sure we need to go down comparison with Stan as it will likely differ a bit as they tweak their algo over time.)
Closes issue #28