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nested-Rhat #256

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avehtari opened this issue Sep 16, 2022 · 1 comment
Closed

nested-Rhat #256

avehtari opened this issue Sep 16, 2022 · 1 comment
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feature New feature or request
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posterior 1.5.0

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@avehtari
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Add nested-Rhat as described in

  • Charles C. Margossian, Matthew D. Hoffman, Pavel Sountsov, Lionel Riou-Durand, Aki Vehtari, Andrew Gelman (2022). Nested Rˆ: Assessing the convergence of Markov chain Monte Carlo when running many short chains. https://arxiv.org/abs/2110.13017

This needs additional superchain index (chains are grouped to superchains). It would be probably easiest to have an additional argument which would be an array with as many elements as the number of chains and the values would tell the superchain id for each chain.
@paul-buerkner paul-buerkner added the feature New feature or request label Nov 29, 2022
@n-kall n-kall mentioned this issue Oct 11, 2023
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@n-kall
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n-kall commented Oct 30, 2023

This can now be closed (PR #303 was merged)

@paul-buerkner paul-buerkner added this to the posterior 1.5.0 milestone Oct 30, 2023
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