test_NUTS test_ADVI discussion page

test_NUTS

test_NUTS will create a file so that:

Models included:

• Can run in NUTS
• Have Rhat under 1.1
• Chooses model with the better parametrization

Info included:

• Rhat
• n_eff
• posterior means
• posterior sds
• inits (in case we want to cheat for test_ADVI)

###Progress stan_demo stops at model 165

test_ADVI

test_ADVI uses info from file created from test_NUTS to:

• Run ADVI for meanfield and fullrank
• Return a matrix with the NUTS_info and ADVI means and ads
• Report on the abs max z-scores by:

• Creating a histogram for each algorithm
• Reporting on abs max z-scores above 1, below 1, and no z-scores

###Progress Code is done and waiting for test_NUTS

##Models that didn't converge: ARM/Ch.12/radon_group.stan - there exists a different model with a better parametrization (NOT INCLUDED)

ARM/Ch.13/earnings_latin_square.stan - tried with tree depth 12, accept delta 0.99; still had issues and took long time to run (NOT INCLUDED)

ARM/Ch.13/earnings_vary_si_chr.stan - Tree depth 20, accept delta 0.999 55 minutes; still had issues and took long time to run (NOT INCLUDED)

ARM/Ch.13/radon_inter_vary.stan - Need non-centered parameterization, but no priors on sigmas, low effective sample size so probably not good candidate (NOT INCLUDED)

ARM/Ch.13/radon_vary_si_chr.stan - mu_a had Rhat above 1.1, but is not used anywhere in code; removed mu_a (INCLUDED)

ARM/Ch.17/17.1_radon_correlation.stan - no prior on sigma_a, sigma

ARM/Ch.17/17.1_radon_vary_inter_slope.stan - Need non-centered parameterization

ARM/Ch.17/17.4_multilevel_logistic.stan - no prior on sigmas, huge number of divergent iterations (NOT INCLUDED)

ARM/Ch.19/election88_expansion.stan - no prior on sigmas

ARM/Ch.19/election88.stan - no prior on sigmas

ARM/Ch.19/pilots_expansion.stan - try changing tree depth to 20, adapt delta to 0.999; still had divergent iterations and hitting max tree depth (NOT INCLUDED)

ARM/Ch.19/pilots.stan - try changing tree depth to 20, adapt delta to 0.999; still had divergent iterations and low n_eff for certain parameters (NOT INCLUDED)

ARM/Ch.24/dogs_check.stan - try changing tree depth to 15, adapt delta to 0.99; still had divergent iterations and took long time to run (NOT INCLUDED)

ARM/Ch.24/dogs_log.stan - try changing adapt delta to 0.9999, but still had 100+ divergent iterations after warmup (NOT INCLUDED)

ARM/Ch.5/separation.stan - no prior on parameters

ARM/Ch.6/earnings1.stan - no prior on parameters

ARM/Ch.7/earnings1.stan - no prior on parameters

ARM/Ch.8/roaches_overdispersion.stan - parameters missing priors

ARM/Ch.8/roaches.stan - parameters missing priors

basic_estimators/negative_binomial2.stan - takes long time for one iteration to run using seed, still hit max tree limit despite setting it to 20 (NOT INCLUDED)

basic_estimators/normal_mixture_k_prop.stan - parameters missing priors

basic_estimators/normal_mixture_k.stan - parameters missing priors

BPA/Ch.04/GLMM_Poisson.stan

BPA/Ch.04/GLMM_Poisson2.stan

BPA/Ch.06/Mh.stan

BPA/Ch.10/js_super_indran.stan - no prior on sigma

bugs_examples/vol1/dyes/dyes.stan

bugs_examples/vol1/magnesium/magnesium.stan

bugs_examples/vol1/salm/salm.stan

bugs_examples/vol1/salm/salm2.stan

bugs_examples/vol2/birats/birats.stan

bugs_examples/vol2/mvn_orange/mvn_orange.stan

bugs_examples/vol2/orange/orange.stan

bugs_examples/vol2/stagnant/stagnant.stan

bugs_examples/vol3/hepatitis/hepatitis.stan

bugs_examples/vol3/hepatitis/hepatitisME.stan

knitr/soil-carbon/soil_incubation_measurement_err.stan

misc/cluster/lda/corr-lda.stan

misc/cluster/lda/lda.stan

misc/cluster/naive-bayes/naive-bayes-unsup.stan

misc/cluster/soft-k-means/soft-k-means.stan