stripe / rainier

Bayesian inference in Scala.
https://rainier.fit
Apache License 2.0
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E-BFMI #490

Closed avibryant closed 4 years ago

avibryant commented 4 years ago

This adds online computation of the E-BFMI metric, that can be displayed along with other progress information to give a more nuanced view than acceptance rate of how a sampler is doing.

Because BFMI is not a windowed computation, this adds an explicit reset of the stats between the warmup and sampling stages, along with extending Progress to show a message for the current stage.