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Merged
merged 4 commits into from
Oct 24, 2021
Merged

SMC update #243

merged 4 commits into from
Oct 24, 2021

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aloctavodia
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@aloctavodia aloctavodia commented Oct 19, 2021

Fixes #242. The example in the notebook was outdated as it was showing sampling with the metropolis kernel which was superseeded for the independent Metropolis Hastings kernel (IMH). This also update the discussion about the diagnostics. Additionally this incorporate at least some of the recommendations from the Jupyter Notebook Style Guide.

related to #124

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@@ -16,18 +16,19 @@
"name": "stdout",
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Line #4.    np.mean(idata_04.posterior["X"] > 0).item()

not sure what this mean is doing and it looks like it's not being printed either.


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It is computing the relative weight w1. I have added a string to make it clear

@@ -16,18 +16,19 @@
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This is a bit of a side note, but is this trace.report.nsteps lost when converting to InferenceData?


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yes, but this has already been fixed in PyMC 4.0

@OriolAbril OriolAbril merged commit d1712cb into main Oct 24, 2021
@OriolAbril OriolAbril deleted the smc_update branch October 24, 2021 04:38
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"Bad" SMC example doesn't actually "fail spectacularly"
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