BriefGPT.xyz
Dec, 2014
MCMC代码测试
Testing MCMC code
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Roger B. Grosse, David K. Duvenaud
TL;DR
介绍了测试 MCMC 算法正确性的策略,包括采用模块化编程,分离条件概率计算和抽样逻辑,并提出了针对单元测试和集成测试的策略。以高斯混合模型的 Gibbs 抽样为例进行了演示。
Abstract
markov chain monte carlo
(MCMC) algorithms are a workhorse of
probabilistic modeling
and inference, but are difficult to debug, and are prone to silent failure if implemented naively. We outline several strategie
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