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fix docs for exact rank test
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Red-Portal authored Dec 3, 2023
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15 changes: 14 additions & 1 deletion src/exactranktest.jl
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Expand Up @@ -24,7 +24,20 @@ This test requires the following functions for `model` and `kernel` to be implem
- `sample_joint`
Furthermore, this test explicitly assumes the following
- `kernel` is reversible.
Applying this tests to an irreversible `kernel` will result in false negatives even if its stationary distribution is correct.
For reference, the following kernels are reversible:
- Any Metropolis-Hastings kernel
- slice samplers
- Hamiltonian Monte Carlo/No-U-Turn Samplers with resampling over the trajectory
- random-scan/permutation-scan Gibbs samplers
- Unadjusted Langevin
However, the following kernels are not reversible:
- Hamiltonian Monte Carlo with persistent momentum (a.k.a Horowitz's method, generalized Hamiltonian Monte Carlo)
- Systematic-scan Gibbs samplers
- Piecewise deterministic Markov processes
!!! info
Applying this test to an irreversible `kernel` will result in false negatives even if its stationary distribution is correct.
# Keyword Arguments for Tests
When calling `mcmctest` or `seqmcmctest`, this tests has an additional keyword argument:
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