More guides on how to interpret chain results and debugging MCMC
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Description
Transferring this to a new issue since the FAQ issue where this was posted is probably too broad
Another one I'm running into that could probably use a convenient FAQ response is "How do I interpret the summary statistics?" e.g.
mcse,ess_bulk,ess_tail,rhatand so on. As someone with a maths background NOT in stats/probability having that additional context is useful.Upon some initial search, some people have done a bit of digging already:
- https://discourse.julialang.org/t/what-is-the-interpretation-of-turings-std-naive-se-mcse/52252
- https://stats.stackexchange.com/questions/348984/stan-hatr-versus-gelman-rubin-hatr-definition
In an ideal scenario I'll probably dig through everything and then draft a summary to submit as a pull request, but it's likely I'll forget, hence my writing it here as a suggestion.
Originally posted by @matthras in #437
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 FAQ discussion in issue #437 and the linked Julia Discourse and Cross Validated discussions. Prepare guides explaining mcse, ess_bulk, ess_tail, rhat, and MCMC debugging, with the work complete when the requested summary and debugging guidance is documented for readers.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- documentation, machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100