Comments (9)
MichaelClerx
commented on June 18, 2024
Saw one example today where very noisy data created bias in the log-likelihood estimate! Got less when using more samples (understandably) so that'll be one thing to look out for
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MichaelClerx
commented on June 18, 2024
These guys don't like it
http://onlinelibrary.wiley.com/doi/10.1111/j.2041-210X.2011.00131.x/abstract
blog post about this paper:
http://doingbayesiandataanalysis.blogspot.co.uk/2011/11/thinning-to-reduce-autocorrelation.html
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mirams
commented on June 18, 2024
Thinning the data and thinning the MCMC chains are quite different things ;-)
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ben18785
commented on June 18, 2024
Yep, thinning chains is used to reduce memory footprint.
… On 24 Nov 2017, at 14:14, Gary Mirams ***@***.***> wrote:
Thinning the data and thinning the MCMC chains are quite different things ;-)
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mirams
commented on June 18, 2024
or to hide badly mixing ones?!?
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MichaelClerx
commented on June 18, 2024
Woops!
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MichaelClerx
commented on June 18, 2024
We do thinning in the current MCMC examples, should we remove that?
It's also a default option for the adaptive covariance mcmc routine
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ben18785
commented on June 18, 2024
I wouldn't make it a default option, but think we want to retain the functionality for memory footprint issues.
… On 24 Nov 2017, at 14:21, Michael Clerx ***@***.***> wrote:
We do thinning in the current MCMC examples, should we remove that?
It's also a default option for the adaptive covariance mcmc routine
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MichaelClerx
commented on June 18, 2024
Hey @ben18785 , seems to me we're doing this one (kind of) in e.g. Richard's problem. Should we maybe close this as out of scope? Unless we can turn it into a solid feature request for PINTS
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Related Issues (20)
- Refactor NoUTurnMCMC for pickling HOT 9
- OptimisationController.set_parallel() no longer speeds up optimisation for CMAES HOT 1
- Add testing on 3.10 HOT 1
- Tiny typo in plot docs
- Don't use the variable name "values" in the examples
- Extended scatter search optimiser
- Optionally copy logpdfs before running mcmc HOT 3
- sample generative model HOT 1
- Stan interface notebook is broken HOT 1
- Transformed rectangular boundaries HOT 5
- Chained transformations
- UnitCubeTransformation or ScalingTranslationTransformation
- ScalingTransformation has visible properties, could do with better docs
- Add and fix HABC sampler using SGHMC HOT 1
- Header of logged "time" field is wrong HOT 3
- Can't reproduce Stochastic Degradation model: No module named 'pints.toy.stochastic' HOT 4
- NUTS coroutines don't work on Python 3.11 HOT 5
- badges not displaying in readme.md
- Settings of XNES HOT 2
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