Geweke test crosscat via the generic GPM interface

probcomp / bayeslite

BayesDB on SQLite. A Bayesian database table for querying the probable implications of data as easily as SQL databases query the data itself.

http://probcomp.csail.mit.edu/software/bayesdb

Apache License 2.0

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Geweke test crosscat via the generic GPM interface #272

Open axch opened 9 years ago

axch commented 9 years ago

When probcomp/crosscat#64 is merged (and logpdf is adjusted to call the correct thing), we should have all the machinery needed to run Geweke tests against our crosscat implementation, as least for one-row data sets. We should do that.

axch commented 9 years ago

I expect this test to be sensitive enough to distinguish between a correct implementation of logpdf and passing a bulk query to simple_predictive_sample and multiplying the results together (summing in log domain).