On-line thinning
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Description
Is there some way to store thinned MCMC chains without doing post sampling thinning? I have a huge number of parameters that I run with AdvancedMH and only want to save lets say every 10th sample in order not to run into storage limitations.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing the Turing documentation and the AdvancedMH sampling documentation for chain storage and thinning options. Confirm whether online thinning is supported, then document the available approach or clearly explain the limitation and alternatives for large parameter sets.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- documentation
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100