Move thinning to occur after fitting the Stan model
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- Dominant language
- R
- Stars
- 21
- Forks
- 12
- PR merge metrics
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Description
Use case that has come up is one where you wish to do inference on the complete set of samples where auto correlation is not (or less?) of an issue but then apply thinning to the samples used by rbmi to remove said autocorrelation.
At the moment we just uses Stans inbuilt thinning so this could be implemented simply by manually applying the thinning after fitting the full Stan model (as the retained Stan object would contain the full set of samples).
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 locating where rbmi fits the Stan model and currently passes Stan's thinning option. Read how the retained Stan object is used for rbmi inference, then separate full-model fitting from the later sample thinning step. Done means inference can use all fitted samples while rbmi applies thinning afterward to address autocorrelation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100