Skip to content

Commit

Permalink
Added references for diagnostics
Browse files Browse the repository at this point in the history
  • Loading branch information
avehtari authored Oct 12, 2023
1 parent 0ec3f30 commit 996e5b2
Showing 1 changed file with 4 additions and 4 deletions.
8 changes: 4 additions & 4 deletions doc/REFERENCE_POSTERIOR_DEFINITION.md
Original file line number Diff line number Diff line change
Expand Up @@ -5,10 +5,10 @@ The purpose of the reference posterior definition is to define the criteria for

A reference posterior should have:
1. 10 000 draws per parameter in the model.
1. An Rhat (see [arXiv](https://arxiv.org/abs/1903.08008)) below 1.01 for all parameters.
1. Approximately independent draws, i.e all parameters have an autocorrelation at lag 1 that is less than 0.05.
1. All Expected Fraction of Missing Information (E-FMI) is below 0.2
1. No divergent transitions (if HMC is used)
1. An Rhat (see [Vehtari et al. (2021)](https://doi.org/10.1214/20-BA1221)) below 1.01 for all parameters.
1. Approximately independent draws, that is, all parameters have an autocorrelation at lag 1 that is less than 0.05 (see, e.g., [Vehtari et al. (2021)](https://doi.org/10.1214/20-BA1221))).
1. All Expected Fraction of Missing Information (E-FMI) is below 0.2 (see section 6.1 of [A Conceptual Introduction to Hamiltonian Monte Carlo](https://arxiv.org/abs/1701.02434))
1. No divergent transitions if HMC is used (see [Stan Reference Manual](https://mc-stan.org/docs/reference-manual/divergent-transitions.html))


Computing Reference Posteriors Draws
Expand Down

0 comments on commit 996e5b2

Please sign in to comment.