On-line thinning

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Assessment

Difficulty
3/5
Estimated time
1-2 days
Newbie friendliness
35/100
Issue type
Feature
Clarity
Needs clarification
Activity status
Stale
Tech stack
julia
Domain
documentation

Research direction

Start by reviewing the Turing documentation and the AdvancedMH sampling documentation for chain storage and thinning options. Confirm whether online thinning is supported, then document the available approach or clearly explain the limitation and alternatives for large parameter sets.

Written by the indexing model from the issue text.

Description

Is there some way to store thinned MCMC chains without doing post sampling thinning? I have a huge number of parameters that I run with AdvancedMH and only want to save lets say every 10th sample in order not to run into storage limitations.

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Forks
107
Avg merge
1d 1h
Merged PRs (30d)
2

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