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Use of i.i.d. in paper #68

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matt-graham opened this issue Jul 8, 2021 · 0 comments · Fixed by #78
Closed

Use of i.i.d. in paper #68

matt-graham opened this issue Jul 8, 2021 · 0 comments · Fixed by #78

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@matt-graham
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Submitting as part of JOSS review openjournals/joss-reviews#3397

First, the Bayesian hierarchical methods implemented in `PyEI` rest on modern probabilistic programming tooling [@salvatier2016probabilistic] and gradient-based MCMC methods such as the No U-Turn Sampler (NUTS) [@hoffman2014no]. Using NUTS where possible should allow for faster convergence than existing implementations that rest primarily on Metropolis-Hastings and Gibbs sampling steps. Consider effective sample size, which is a measure of how the variance of the mean of drawn samples compare to the variance of i.i.d. samples from the posterior distribution (or, very roughly, how “effective” the samples are for computing the posterior mean, compared to i.i.d. samples) [@BDA3]. In Metropolis-Hastings, the number of evaluations of the log-posterior required for a given effective sample size scales linearly with the dimensionality of the parameter space, while in Hamiltonian Monte Carlo approaches such as NUTS, the number of required evaluations of the gradient of the log-posterior scales only as the fourth root of the dimension [@neal2011mcmc]. Reasonable scaling with the dimensionality of the parameter space is important in ecological inference, as that dimensionality is large when there are many precincts.

'i.i.d.' should be defined on first usage, also independent may be better as 'i.i.d. samples from the posterior distribution' is somewhat redundant as 'from the posterior distribution' already implies the samples are identically distributed.

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