I’m planning on doing some work on ezStan this weekend to add during-sampling diagnostics. For post-warmup, I know the various checks in rstan::check_hmc_diagnostics()
are relevant, but are there any checks that would be useful to compute/monitor during the warmup phase that I should consider including?
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Plotting n_leapfrog and log10 stepsizes over iterations is informative for expected runtime and efficiency of warmup
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