Published December 5, 2020 | Version v1

MCMC simulation data for AutoGibbs.jl benchmarks

Authors/Creators

Description

Chains and diagnostic data for the test models of AutoGibbs.jl. Includes four CSV files for each of the models: GMM, HMM, and IMM.

 

Files are all in long format. The files for chains, diagnostics, and sampling times all contain "model", "discrete_algorithm" (AG or PG), "continuous_algorithm" (always HMC), "particles" (always 100), "data_size" (number of observations: 10, 25, or 50), and "repetition" (index of chain; there are 10 chains per parameter combination, except for HMC, there the benchmark has been killed somewhere after the eight chain). In addition to that, the sampling time files contain a column "samping_time" (in seconds), and the diagnostic files have columns "parameter" (name of the random variable), "diagnostic" (ESS or R_hat), and "value" with chain diagnostic values. Chain files have "parameter", "step", and "value" for the sampled values at each step of the chain.

 

The compile time measurements consist just of columns "model", "data_size", "repetition", "compilation_time" (in seconds).

 

Note that the "parameter" column in the HMM data has been manually adjusted; see the file plotting.jl in the AutoGibbs.jl repository.

Files

GMM-chains.csv

Files (3.4 GB)

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