docs On-line thinning

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.

May 06 '21 19:05 patwa67

Yes, you can specify the keyword argument thinning. All common keyword arguments of AbstractMCMC should work since the general non-sampler specific part of the sampling is implemented in AbstractMCMC: https://turinglang.github.io/AbstractMCMC.jl/dev/api/#Common-keyword-arguments If something doesn't work, it's probably a bug.

May 06 '21 19:05 devmotion

Hey Turing team. I think it would be very helpful if this fact (the ability to use any of the keyword commands from AbstractMCMC) was made explicit in the Turing documentation.

Dec 07 '21 02:12 i-thot-u-wanted2dance

We agree -- we'd love to have someone add this to the documentation!

Dec 07 '21 20:12 cpfiffer

@yebai I think this is a Turing.jl/Turing documentation issue, isn't it? As mentioned above, it is already documented in AbstractMCMC: https://beta.turing.ml/AbstractMCMC.jl/dev/api/#Common-keyword-arguments

Nov 13 '22 19:11 devmotion

Let's keep under TuringTutorials -- there is a plan for writing and maintaining all high-level docs using Jmd/Rmd from now on.

Nov 14 '22 12:11 yebai