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add sampling benchmark #79

Merged
merged 4 commits into from
Jan 15, 2022
Merged

add sampling benchmark #79

merged 4 commits into from
Jan 15, 2022

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mileslucas
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  • add sampling benchmark
  • add benchmark section to docs

I've noticed something concerning- in the evidence estimation we have a pathological bias. This is similar to the bias shown by MultiNest outlined in the JAXNS paper.
Screen Shot 2022-01-15 at 11 16 20 AM
Screen Shot 2022-01-15 at 11 16 36 AM

I'll be looking into this in a subsequent PR.

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codecov bot commented Jan 15, 2022

Codecov Report

Merging #79 (6eeeec7) into main (1c86d76) will not change coverage.
The diff coverage is n/a.

Impacted file tree graph

@@           Coverage Diff           @@
##             main      #79   +/-   ##
=======================================
  Coverage   88.62%   88.62%           
=======================================
  Files          13       13           
  Lines         554      554           
=======================================
  Hits          491      491           
  Misses         63       63           
Impacted Files Coverage Δ
src/bounds/ellipsoid.jl 85.39% <ø> (ø)
src/bounds/multiellipsoid.jl 78.18% <ø> (ø)
src/proposals/Proposals.jl 92.98% <ø> (ø)

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@mileslucas mileslucas merged commit eb6999e into main Jan 15, 2022
@mileslucas mileslucas deleted the ml/benchmarks branch January 15, 2022 21:27
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