diff --git a/README.md b/README.md index bead637..351be97 100644 --- a/README.md +++ b/README.md @@ -252,6 +252,26 @@ The first example script uses data generated with [gen_amp](https://github.com/J />
+ +Additionally, this example has an optional MCMC analysis complete with a custom observer to monitor convergence based on the integrated autocorrelation time. This can be run using `example_1_mcmc.py` script after `example_1.py` has completed, as it uses data stored during the execution of `example_1.py` to initialize the walkers. A word of warning, this analysis takes a long time, but is meant more as a demonstration of what's possible with the current system. The custom autocorrelation observer plays an important role in choosing convergence criteria, since this problem has an implicit symmetry (the absolute phase between the two waves matters, but the sign is ambiguous) which cause the posterior distributions to sometimes be multimodal, which can lead to long IATs. Instead, the custom implementation projects the walkers' positions onto the two waves and uses those projections as a proxy to the real chain. This proxy is unimodal by definition, so the IATs calculated from it are much smaller and more realistically describe convergence. + +Some example plots can be seen below for the first data bin: + ++
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