https://github.com/colemonnahan/hmc_tests
Testing HMC/NUTS for ADMB and TMB
Science Score: 36.0%
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Low similarity (8.9%) to scientific vocabulary
Repository
Testing HMC/NUTS for ADMB and TMB
Basic Info
- Host: GitHub
- Owner: colemonnahan
- Language: R
- Default Branch: master
- Size: 763 MB
Statistics
- Stars: 2
- Watchers: 2
- Forks: 0
- Open Issues: 0
- Releases: 1
Metadata Files
README.md
Performance tests for no-U-turn sampling for TMB and ADMB vs. Stan
This repository contains code, data, and models to recreate the analysis in the paper:
Monnahan CC, Kristensen K (2018) No-U-turn sampling for fast Bayesian inference in ADMB and TMB: Introducing the adnuts and tmbstan R packages. PLoS ONE 13(5): e0197954. https://doi.org/10.1371/journal.pone.0197954
The repository evolved from some previous testing code which is left for now and should be ignored. The plots folder contains extra performance plots, the models folder the models and data, and the results folder saved output from running the R scripts.
The paper has three components with scripts to recreate them:
Demonstration of features
This can recreated by executing the file run_demo.R and shows basic functionality of the two packages using two real models.
Laplace approximation checks
The paper includes a component where a TMB model is run with and without the Laplace approximation turned on, in order to test the accuracy of this on the fixed effects. The file run_laplace.R recreates this analysis. Note that this takes a long time to run.
Performance testing
The supplementary material has a more thorough exploration of peformance between the three software platforms: Stan, TMB, and ADMB, using their respective R packages (rstan, tmbstan, adnuts). This is run on two simulated models with increasing dimensionality (zdiag and growth) as well as three "real" models. The file run_analysis.R recreates this part. It takes a long time and is not setup to run in parallel.
Owner
- Name: Cole Monnahan
- Login: colemonnahan
- Kind: user
- Location: Seattle, WA
- Website: http://colemonnahan.github.io/
- Repositories: 14
- Profile: https://github.com/colemonnahan
Personal account. See @Cole-Monnahan-NOAA for professional account.
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