probcomp / hierarchical-irm

Probabilistic structure discovery for rich relational systems
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Test Rhat for the Gibbs kernels #135

Open emilyfertig opened 1 month ago

emilyfertig commented 1 month ago

This consists of multiple tests that follow the same basic structure:

Test each of these components

The tests should be applied both to a case where the individual Gibbs kernel is transitioned repeatedly (with everything else held constant) and to a case where the whole model is transitioned.

alex-lew commented 1 month ago

This sounds ultimately good to have but maybe not highest-priority. (I have rarely used these diagnostics in the early stages of developing a model / inference algorithm, but it's possible there are good ways of doing so -- so I don't mean to discourage if we think it would be useful!)