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Identify divergent transition #50

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jonasmac16 opened this issue Apr 11, 2019 · 2 comments
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Identify divergent transition #50

jonasmac16 opened this issue Apr 11, 2019 · 2 comments

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@jonasmac16
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I was speaking with Kai about this and agreed it would be good to be able to identify divergence of a particular transition (Sec. 6.2 in here ) allowing us to identify pathologies which may bias the posterior sample.
@xukai92
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xukai92 commented Apr 12, 2019 •
edited

Thanks for raising this issue! Sec. 6.2 in fact corresponds to https://github.com/TuringLang/AdvancedHMC.jl/blob/master/src/proposal.jl#L104 in the codebase (not obviously to catch as we are following the alg. description in the original NUTS paper). After the current open PR (#49), in which the interface to return this divergence number is set up, is merged, we plan to introduce a type for this divergence information and hopefully this issue will be solved by then.

I think I misread the section number. This needs some effort to implement.

@yebai yebai mentioned this issue May 17, 2019
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@xukai92 xukai92 mentioned this issue Jul 6, 2019
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@yebai
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yebai commented Sep 20, 2019

Is this resolved now?

@yebai yebai closed this as completed Sep 27, 2019
@jonasmac16 jonasmac16 mentioned this issue Oct 24, 2019
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@yebai @xukai92 @jonasmac16