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Incorrect sample statement #57

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storopoli opened this issue Sep 9, 2022 · 0 comments · Fixed by #58
Closed

Incorrect sample statement #57

storopoli opened this issue Sep 9, 2022 · 0 comments · Fixed by #58
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@storopoli
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All of the sample statements are incorrect for Turing Models:

This implies that Turing will sample 2_000 iterations after discarding the nadapts default in NUTS() (which is 1_000). So this gives you 3_000 iterations with 1_000 as warmup.

sample(model, NUTS(), MCMCThreads(), 2_000, 4)

The correct approach would be:

sample(model, NUTS(1_000, 0.8), MCMCThreads(), 1_000, 4)
@storopoli storopoli self-assigned this Sep 9, 2022
@storopoli storopoli added the bug Something isn't working label Sep 9, 2022
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