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refactor burn-in estimation #16

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dflemin3 opened this issue Apr 30, 2018 · 3 comments
Closed

refactor burn-in estimation #16

dflemin3 opened this issue Apr 30, 2018 · 3 comments
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@dflemin3
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Since the user has access to the entire emcee sampler object, and hence the full MCMC chains, the user could (and probably should) run their own burn-in/convergence diagnostics. However, it would be useful to give the user some more in-house burn-in estimation procedures, e.g. the Gelman-Rubin statistic, to help their analysis. I should also write a test for these.

@dflemin3
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dflemin3 commented May 3, 2018

It would be a good idea to use emcee's new fancy autocorrelation techniques, like tau = sampler.get_autocorr_time()

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Now using emcee v3's integrating autocorrelation time method as the default, but in general, user should post-process and examine their chains to confirm convergence.

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Added the ability for the user to use pretty good estimates for burn in times, or they could not do that and post-process chains. Changes are on the dev branch and will make it to master soon.

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