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tracking convergence of the chain #91

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denijane opened this issue Aug 5, 2022 · 3 comments
Open

tracking convergence of the chain #91

denijane opened this issue Aug 5, 2022 · 3 comments

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@denijane
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denijane commented Aug 5, 2022

Hi,
I wanted to know is there any way to track convergence, especially for an already produced chain? I'm plotting the chain from the text file and it looks converged, but is there a way to quantify it? I read there are some measures and found this function of getdist "getConvergeTests(test_confidence=0.95, writeDataToFile=False, what=('MeanVar', 'GelmanRubin', 'SplitTest', 'RafteryLewis', 'CorrLengths'), filename=None, feedback=False" )
but I'm not sure if I can use it on the chains produced by polychord or I should use something else, inherent to the polychord?
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@appetrosyan
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Have a look at Fowlie and insertion ranks.
https://andrewfowlie.github.io/talks/tools_2021.pdf

@williamjameshandley
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This is something which should be incorporated into anesthetic, in analogy to @lukashergt's PR: handley-lab/anesthetic#258

@williamjameshandley
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handley-lab/anesthetic#363 may be of help here

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