“Close but no cigar” unit tests and bias in MCMC
I’m coding up a new adaptive sampler in Python, which is super exciting (the basic methodology is due to Nawaf Bou-Rabee and Tore Kleppe). Luckily for me, another great colleague, Edward Roualdes, has been keeping me on the straight and …
https://statmodeling.stat.colu....mbia.edu/2024/04/17/
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