Open emilyfertig opened 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!)
This consists of multiple tests that follow the same basic structure:
n
new HIRMsTest 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.