Update advanced.jmd #414
Update advanced.jmd #414
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| More generally, there are often quantities in our models that we might be interested in viewing, but which are not explicitly present in our chain. | ||
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| We can generate draws from these variables — in this case, `x, y` — by adding them as a return statement to the model, and then calling `generated_quantities(model, chain)`. Calling this function outputs an array of values specified in the return statement of the model. |
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Maybe add a link to the docs for generated_quantities?
| In this case, it might be useful to reorganize our output into a matrix for plotting: | ||
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| ```julia; eval=false | ||
| reparam_chain = reduce(hcat, generated_quantities(Neal(), chain))' |
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I'm personally in favour of just keeping it as
| reparam_chain = reduce(hcat, generated_quantities(Neal(), chain))' | |
| reparam_chain = reduce(hcat, generated_quantities(Neal(), chain)) |
since this is a) what leads to the most efficient access, and b) (because of (a)) it's more commonly used.
The drawback is that MCMChains does not follow this convention 😕 So because of this, I'm happy to accept the current version, if you prefer it 👍
| Often, the most natural parameterization for a model is not the most computationally feasible. Consider the following | ||
| (efficiently reparametrized) implementation of Neal's funnel [(Neal, 2003)](https://arxiv.org/abs/physics/0009028): | ||
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| ```julia; eval=false |
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Would it be worth making eval=true here? Would potentially be nice to have the outputs of this example if it doesn't take too long to run:)
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@shravanngoswamii, can you copy the changes here to #441? |
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@yebai changes of new setup? OR just updated advanced.jmd? |
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Only changes in the file |
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Closed in favour of #441 |
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