test_NUTS test_ADVI discussion page

test_NUTS

test_NUTS will create a file so that:

Models included: 1 Can run in NUTS 2 Have Rhat under 1.1 3 Chooses model with the better parametrization

Info included: 1 Rhat 2 n_eff 3 posterior means 4 posterior sds 5 inits (in case we want to cheat for test_ADVI)

###Progress stan_demo stops at model 47 Note: Data file has been uploaded for model 47 and so should continue running past model 47, but do not know when it'll stop

test_ADVI

test_ADVI uses info from file created from test_NUTS to: 1 Run ADVI for meanfield and fullrank 2 Return a matrix with the NUTS_info and ADVI means and ads 3 Report on the abs max z-scores by: 1 Creating a histogram for each algorithm 2 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

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 -

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