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Debugging Bayesian Inference: An Online, Interactive Approach | PyMC Labs
Your MCMC sampler has been running for 20 minutes. You wait. It finishes. Divergences everywhere. Start over. What if you could spot those problems 30 seconds in? That's the idea behind INFERLOG HOLMES, a new open-source tool that hooks directly into the MCMC inference loop. R-hat, ESS, trace plots, and divergence counts update in real time as ...
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