Skip to content

Commit da0a41c

Browse files
committed
fix docs for polar slice sampler
1 parent e18de0e commit da0a41c

File tree

1 file changed

+8
-4
lines changed

1 file changed

+8
-4
lines changed

docs/src/gibbs_polar.md

Lines changed: 8 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -39,16 +39,20 @@ The only tunable parameter of the algorithm is the size of the search interval (
3939

4040
## Interface
4141

42-
!!! warning
42+
!!! info
4343
By the nature of polar coordinates, GPSS only works reliably for targets with dimension at least $$d \geq 2$$.
4444

45-
!!! warning
46-
When initializing the chain (*e.g.* the `initial_params` keyword arguments in `AbstractMCMC.sample`), it is necessary to inialize from a point $$x_0$$ that has a sensible norm $$\lVert x_0 \rVert > 0$$, otherwise, the chain will start from a pathologic point in polar coordinates. This might even result in the sampler getting stuck in an infinite loop. (This can be prevented by setting `max_proposals`.) If $$\lVert x_0 \rVert \leq 10^{-5}$$, the current implementation will display a warning. Note that, `Turing` often changes `initial_params` to match the support constraints. This might lead to $$\lVert x_0 \rVert$$ being small, even though the vector you passed to`initial_params` has a sufficiently large norm.
47-
4845
```@docs
4946
GibbsPolarSlice
5047
```
5148

49+
!!! warning
50+
When initializing the chain (*e.g.* the `initial_params` keyword arguments in `AbstractMCMC.sample`), it is necessary to inialize from a point $$x_0$$ that has a sensible norm $$\lVert x_0 \rVert > 0$$, otherwise, the chain will start from a pathologic point in polar coordinates. This might even result in the sampler getting stuck in an infinite loop. (This can be prevented by setting `max_proposals`.) If $$\lVert x_0 \rVert \leq 10^{-5}$$, the current implementation will display a warning.
51+
52+
!!! info
53+
For Turing users: `Turing` might change `initial_params` to match the support of the posterior. This might lead to $$\lVert x_0 \rVert$$ being small, even though the vector you passed to`initial_params` has a sufficiently large norm. If this is suspected, simply try a different initialization value.
54+
55+
5256
## Demonstration
5357
As illustrated in the original paper, GPSS shows good performance on heavy-tailed targets despite being a multivariate slice sampler.
5458
Consider a 10-dimensional Student-$$t$$ target with 1-degree of freedom (this corresponds to a multivariate Cauchy):

0 commit comments

Comments
 (0)