Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Pymc4 upgrade, io functionality, greiner-quinn #100

Merged
merged 34 commits into from
Jul 12, 2022
Merged

Conversation

karink520
Copy link
Collaborator

This branch has several larger changes on it, which are:

  • updates pyei to run on pymc v4 instead of pymc3. The sampling now runs on pymc.sampling_jax.numpyro_nuts, which results in a big speedup. Note that
  • includes an implementation of a Gibbs sampler for the Greiner-Quinn model from
    James Greiner, D., and Kevin M. Quinn. "R× C ecological inference: bounds, correlations, flexibility and transparency of assumptions." Journal of the Royal Statistical Society: Series A (Statistics in Society) 172.1 (2009): 67-81. Although see issue Add tuning of width of proposal distributions in MH step within Greiner-Quinn method #98 for additional tuning that would be good to include. The two Wakefield model variants have been removed for the time being, because the Greiner Quinn method is a generalization, and because there seems to be a bug when the Wakefield models are sampled with pymc v4
  • new io functionality for saving and loading fitted pyei models to disk.
     

@chanelrichardson
Copy link
Collaborator

Lots of changes and looks great! We've used these updates in Texas, and worked pretty closely with the new io_utils helpers, and have looked at the new version of diagnostics, and of course used the output summaries and vizzes, so I think that covers a lot of "testing" that could be done for this PR.

@karink520 karink520 merged commit 8ac5413 into main Jul 12, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants