/ml-mcmc-convergence

Describes a method for monitoring MCMC convergence using ML

Primary LanguageTeX

R* convergence diagnostic

This repository partners the following arXiv paper: https://arxiv.org/abs/2003.07900. To rerun the examples in the paper, execute the following files in the src folder:

Main text

  • s_ar1.Rmd
  • s_bivariate_normal.Rmd
  • s_mvt_normal.Rmd
  • s_cauchy.Rmd
  • s_eight_schools.Rmd

Supplementary

  • s_wide_distributions.Rmd
  • s_trends.Rmd
  • s_ovarian_prostate.Rmd
  • s_discrete.Rmd
  • s_ml.Rmd (uses shell script to generate data)
  • s_hyperparameters.Rmd (uses shell script to generate data)
  • s_gbm_vs_rf.Rmd