From d9d40ac26c77be7485dda6bb760de86c63a348ff Mon Sep 17 00:00:00 2001 From: Kyurae Kim Date: Sun, 3 Dec 2023 22:04:32 +0000 Subject: [PATCH] fix docs for exact rank test --- src/exactranktest.jl | 15 ++++++++++++++- 1 file changed, 14 insertions(+), 1 deletion(-) diff --git a/src/exactranktest.jl b/src/exactranktest.jl index d69a909..02d3fda 100644 --- a/src/exactranktest.jl +++ b/src/exactranktest.jl @@ -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: