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Subsampling for MCLMC tuning #738

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reubenharry opened this issue Sep 18, 2024 · 0 comments
Open

Subsampling for MCLMC tuning #738

reubenharry opened this issue Sep 18, 2024 · 0 comments

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@reubenharry
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Current behavior

The third stage of tuning computes effective sample size using correlation length averaged across dimensions. For high dimensional problems, it might be better to subsample only n dimensions, for efficiency reasons.

Desired behavior

Have a default maximum number of dimensions n, and run a chain in the third stage of tuning that only returns a random choice of n dimensions.

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