Closed svwingerden closed 9 months ago
This PR adds/changes five things:
MalaAcceptanceRate
SGLD
SGNHT
sgld_calibration.ipynb
diagnostics.ipynb
NoiseNorm
This PR adds/changes five things:
MalaAcceptanceRate
callback, to use to diagnose chain health like in Furman & Lau, 2024.SGLD
andSGNHT
classes to allow the MALA rate to be calculated semi-efficiently (also fixed the NoiseNorm callback to work the same way)sgld_calibration.ipynb
notebook that show how and when to use the MALA diagnostic, and runs a lot quicker as well.diagnostics.ipynb
to show how to use MALA, and remove a now-fixedNoiseNorm
line.