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apply self-calib to precondition prior #52

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apply self-calib to precondition prior #52

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Commits on Sep 11, 2021

  1. apply self-calib to precondition prior

    hyunjimoon committed Sep 11, 2021
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Commits on Sep 12, 2021

  1. Add two dimensional kernel fitting without correlation

    hyunjimoon committed Sep 12, 2021
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Commits on Sep 13, 2021

  1. Create two_normal_hp.stan

    @hyunjimoon
    hyunjimoon authored Sep 13, 2021
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  2. Update two_normal_hp.stan

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    hyunjimoon authored Sep 13, 2021
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Commits on Sep 15, 2021

  1. Create self-calibration.rmd

    @hyunjimoon
    hyunjimoon authored Sep 15, 2021
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  2. Create gamma-reg.stan

    @hyunjimoon
    hyunjimoon authored Sep 15, 2021
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  3. Update self-calib.R

    @hyunjimoon
    hyunjimoon authored Sep 15, 2021
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  4. Update self-calibration.rmd

    @hyunjimoon
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Commits on Sep 16, 2021

  1. generator, stan for gamma regression

    hyunjimoon committed Sep 16, 2021
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  2. Update self-calib

    @Dashadower
    Dashadower committed Sep 16, 2021
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Commits on Sep 18, 2021

  1. dynamic S and kde preparation

    hyunjimoon committed Sep 18, 2021
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  2. Setting up

    @martinmodrak
    martinmodrak committed Sep 18, 2021
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  3. Add GMM priors.

    @Dashadower
    Dashadower committed Sep 18, 2021
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Commits on Sep 19, 2021

  1. Fix density calculation

    @Dashadower
    Dashadower committed Sep 19, 2021
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Commits on Sep 24, 2021

  1. Rewrite self_calib

    @Dashadower
    Dashadower committed Sep 24, 2021
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  2. Rewrite self_calib - upload omitted files

    @Dashadower
    Dashadower committed Sep 24, 2021
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Commits on Sep 26, 2021

  1. implement hyperparameter update

    hyunjimoon committed Sep 26, 2021
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  2. implement gmm fitting

    hyunjimoon committed Sep 26, 2021
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  3. Change self-calib to use posterior::draws_rvars

    @Dashadower
    Dashadower committed Sep 26, 2021
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  4. Update calib documentation

    @Dashadower
    Dashadower committed Sep 26, 2021
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  5. Update self-calib

    @Dashadower
    Dashadower committed Sep 26, 2021
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  6. Fix error catching

    @Dashadower
    Dashadower committed Sep 26, 2021
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  7. examples with improved ranks plots after self-calibration for both hm… 

    …c and advi
    hyunjimoon committed Sep 26, 2021
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Commits on Sep 27, 2021

  1. getting the nsims input

    hyunjimoon committed Sep 27, 2021
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Commits on Oct 3, 2021

  1. Add tentative eightschools notebook

    @Dashadower
    Dashadower committed Oct 3, 2021
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  2. Fix critical typo in self_calib

    @Dashadower
    Dashadower committed Oct 3, 2021
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Commits on Oct 4, 2021

  1. Minor changes to vignette

    @Dashadower
    Dashadower committed Oct 4, 2021
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  2. Update backends.R

    @hyunjimoon
    hyunjimoon authored Oct 4, 2021
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  3. calibrate logistic with laplace approximation

    hyunjimoon committed Oct 4, 2021
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  4. fix each in rvar error and change transform type

    hyunjimoon committed Oct 4, 2021
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Commits on Oct 6, 2021

  1. converging normal and gmm inference with binomial likelihood in logis… 

    …tic scale
    hyunjimoon committed Oct 6, 2021
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Commits on Oct 11, 2021

  1. Reweight mixture_mean with probability returned from mclust GMM. Add … 

    …experimental version of mu update through quantile approximation
    @Dashadower
    Dashadower committed Oct 11, 2021
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Commits on Oct 12, 2021

  1. Fix issue with documentation

    @Dashadower
    Dashadower committed Oct 12, 2021
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  2. Super tiny changes to documentation

    @Dashadower
    Dashadower committed Oct 12, 2021
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Commits on Oct 14, 2021

  1. Update iter-binom-logistic.Rmd

    @hyunjimoon
    hyunjimoon authored Oct 14, 2021
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  2. change prior to N(0,10^2), N(1, 1^2)

    @hyunjimoon
    hyunjimoon authored Oct 14, 2021
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  3. log for the first two experiments

    @hyunjimoon
    hyunjimoon authored Oct 14, 2021
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  4. bug fix from sample 1 mean then draw 30 to sample 30 means then one d… 

    …raws each
    hyunjimoon committed Oct 14, 2021
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  5. apply gradient algorithm to binomial logistic

    hyunjimoon committed Oct 14, 2021
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  6. Literally a single character bugfix

    @Dashadower
    Dashadower committed Oct 14, 2021
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  7. debug needed for quantile loss gradient update 

    mu=0 is not recurrent
    @hyunjimoon
    hyunjimoon authored Oct 14, 2021
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Commits on Oct 15, 2021

  1. Minor signature updates

    @Dashadower
    Dashadower committed Oct 15, 2021
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  2. Experimental change to gradient calculation

    @Dashadower
    Dashadower committed Oct 15, 2021
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Commits on Oct 16, 2021

  1. Some more changes to self-calib which don't work atm

    @Dashadower
    Dashadower committed Oct 16, 2021
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  2. observe periodicity

    hyunjimoon committed Oct 16, 2021
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Commits on Oct 20, 2021

  1. Update update equation for updated update performance :)

    @Dashadower
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Commits on Oct 21, 2021

  1. separate inverselogit-cloglog-quantile

    hyunjimoon committed Oct 21, 2021
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Commits on Oct 27, 2021

  1. add link function and fixed iteration algorithm experiment 3

    hyunjimoon committed Oct 27, 2021
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Commits on Oct 28, 2021

  1. two data-averaged posteriors

    hyunjimoon committed Oct 28, 2021
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Commits on Nov 4, 2021

  1. Intermediate commit to save progress and merge new functions

    @Dashadower
    Dashadower committed Nov 4, 2021
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  2. Update gridsearch to use sensitivity

    @Dashadower
    Dashadower committed Nov 4, 2021
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Commits on Nov 8, 2021

  1. 'Adaptive' self calib implementation, unfinished(sort of)

    @Dashadower
    Dashadower committed Nov 8, 2021
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  2. Changes to rsensitivity

    @Dashadower
    Dashadower committed Nov 8, 2021
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Commits on Nov 9, 2021

  1. first running self-calib-adaptive

    hyunjimoon committed Nov 9, 2021
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Commits on Nov 11, 2021

  1. lambda eta loss compare

    hyunjimoon committed Nov 11, 2021
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Commits on Nov 12, 2021

  1. rstan::optimizing backend implementation

    @Dashadower
    Dashadower committed Nov 12, 2021
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  2. Merge branch 'rstan_optiming_backend' into advi_self-calib

    @Dashadower
    Dashadower committed Nov 12, 2021
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  3. vignette update

    hyunjimoon committed Nov 12, 2021
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  4. merge resolve for optimizing

    hyunjimoon committed Nov 12, 2021
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Commits on Nov 13, 2021

  1. self-calib-adaptive

    hyunjimoon committed Nov 13, 2021
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  2. Fix update_quantile

    @Dashadower
    Dashadower committed Nov 13, 2021
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Commits on Nov 14, 2021

  1. change name as logsigma

    hyunjimoon committed Nov 14, 2021
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  2. Fix lambda_current to return named list

    @Dashadower
    Dashadower committed Nov 14, 2021
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Commits on Nov 17, 2021

  1. Test code for heuristic update

    @Dashadower
    Dashadower committed Nov 17, 2021
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Commits on Nov 19, 2021

  1. Add heuristic_cubic_update to self-calib for testing

    @Dashadower
    Dashadower committed Nov 19, 2021
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  2. Minor tweak

    @Dashadower
    Dashadower committed Nov 19, 2021
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  3. Minor tweak 2

    @Dashadower
    Dashadower committed Nov 19, 2021
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  4. Calculate displayed loss with new lambda values

    @Dashadower
    Dashadower committed Nov 19, 2021
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  5. revert loss calculation

    @Dashadower
    Dashadower committed Nov 19, 2021
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  6. upload vignette and a few plots

    @Dashadower
    Dashadower committed Nov 19, 2021
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  7. Change heuristic_cubic to use cubic update for sigma too

    @Dashadower
    Dashadower committed Nov 19, 2021
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Commits on Nov 20, 2021

  1. provable update based on normal distribution's additive structure

    hyunjimoon committed Nov 20, 2021
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Commits on Nov 21, 2021

  1. exponentiate sigma when calculating lambda_loss

    @Dashadower
    Dashadower committed Nov 21, 2021
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  2. Add normal KL divergence

    @Dashadower
    Dashadower committed Nov 21, 2021
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  3. working binom and half-working gamma regression

    hyunjimoon committed Nov 21, 2021
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  4. update normal kl

    hyunjimoon committed Nov 21, 2021
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Commits on Nov 25, 2021

  1. dap inspection

    hyunjimoon committed Nov 25, 2021
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  2. update to scatter plot

    hyunjimoon committed Nov 25, 2021
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Commits on Nov 28, 2021

  1. Add eightschools model

    @Dashadower
    Dashadower committed Nov 28, 2021
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  2. Change tau to log(tau) in eightschools model self-calib adaptive. Add… 

    … more explanation to vignette
    @Dashadower
    Dashadower committed Nov 28, 2021
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Commits on Dec 5, 2021

  1. Change self_calib_adaptive to use gamma

    @Dashadower
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  2. Split self-calib-adaptive.Rmd. Change self-calib to support generaliz… 

    …ed prior distributions and multi-parameter update
    @Dashadower
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Commits on Dec 6, 2021

  1. Updates to self-calib.R and vignettes

    @Dashadower
    Dashadower committed Dec 6, 2021
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Commits on Dec 13, 2021

  1. Update self-calib and vignette

    @Dashadower
    Dashadower committed Dec 13, 2021
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Commits on Dec 14, 2021

  1. Fixed typo bug in diagnostics

    @martinmodrak
    martinmodrak committed Dec 14, 2021
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Commits on Dec 15, 2021

  1. plot convex set of gamma

    hyunjimoon committed Dec 15, 2021
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  2. change backend and add hyperparameter-focus analysis chuck

    hyunjimoon committed Dec 15, 2021
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  3. create dap_gamma

    hyunjimoon committed Dec 15, 2021
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  4. decompose convex to real and calib loss

    hyunjimoon committed Dec 15, 2021
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Commits on Dec 18, 2021

  1. Merge changes and update dap_gamma.rmd

    @Dashadower
    Dashadower committed Dec 18, 2021
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Commits on Dec 20, 2021

  1. Add binomial optimization vignette

    @Dashadower
    Dashadower committed Dec 20, 2021
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  2. Implement lognormal distribution

    @Dashadower
    Dashadower committed Dec 20, 2021
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  3. Experimental grid optimization notebooks for binominal and gamma models

    @Dashadower
    Dashadower committed Dec 20, 2021
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Commits on Dec 23, 2021

  1. Update gamma optimization vignette

    @Dashadower
    Dashadower committed Dec 23, 2021
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Commits on Dec 24, 2021

  1. Update gamma optimizaton

    @Dashadower
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Commits on Dec 25, 2021

  1. Fix gradients

    @Dashadower
    Dashadower committed Dec 25, 2021
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  2. WIP array-ified gradients

    @Dashadower
    Dashadower committed Dec 25, 2021
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Commits on Dec 27, 2021

  1. optimization update

    @Dashadower
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  2. Fixed bug in combining GQs

    @martinmodrak
    martinmodrak committed Dec 27, 2021
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Commits on Dec 30, 2021

  1. Plot B and V

    @Dashadower
    Dashadower committed Dec 30, 2021
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Commits on Dec 31, 2021

  1. Add prior-DAP parameter web plot

    @Dashadower
    Dashadower committed Dec 31, 2021
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Commits on Jan 1, 2022

  1. Update B, V plot for binom

    @Dashadower
    Dashadower committed Jan 1, 2022
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Commits on Jan 2, 2022

  1. fix B,V calculation and update plots

    @Dashadower
    Dashadower committed Jan 2, 2022
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Commits on Jan 3, 2022

  1. Update dap calculation and add eta simulation plot

    @Dashadower
    Dashadower committed Jan 3, 2022
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Commits on Jan 21, 2022

  1. Merge pull request #50 from hyunjimoon/advi_vignette 

    Advi vignette
    @martinmodrak
    martinmodrak authored Jan 21, 2022
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  2. Disambiguate "component" in small_model_workflow.Rmd

    @martinmodrak
    martinmodrak committed Jan 21, 2022
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  3. Improve rstan support in vignettes

    @martinmodrak
    martinmodrak committed Jan 21, 2022
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  4. Rename functions potentially conflicting with other packages

    @martinmodrak
    martinmodrak committed Jan 21, 2022
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  5. Merge branch 'master' into rstan_optiming_backend

    @martinmodrak
    martinmodrak committed Jan 21, 2022
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  6. Added optimizing to vignette, tweaks and improvements

    @martinmodrak
    martinmodrak committed Jan 21, 2022
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Commits on Jan 22, 2022

  1. Update DAP vignette

    @Dashadower
    Dashadower committed Jan 22, 2022
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  2. Revert models, require rstan 2.26 for the vignette

    @martinmodrak
    martinmodrak committed Jan 22, 2022
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  3. Rename vignette 

    Revert models
    @martinmodrak
    martinmodrak committed Jan 22, 2022
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  4. Merge pull request #59 from hyunjimoon/rstan_optiming_backend 

    rstan::optimizing backend implementation
    @martinmodrak
    martinmodrak authored Jan 22, 2022
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  5. Merge branch 'master' into naming_refactor

    @martinmodrak
    martinmodrak committed Jan 22, 2022
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  6. Cleared up datasets vs sim(ulation)s vs fits

    @martinmodrak
    martinmodrak committed Jan 22, 2022
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  7. Cleared up samples vs. draws

    @martinmodrak
    martinmodrak committed Jan 22, 2022
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Commits on Jan 24, 2022

  1. Cleared up parameters vs variables

    @martinmodrak
    martinmodrak committed Jan 24, 2022
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  2. Updated vignettes to match 

    Fix associated bugs/issues
    @martinmodrak
    martinmodrak committed Jan 24, 2022
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Commits on Jan 25, 2022

  1. remove binaries

    @Dashadower
    Dashadower committed Jan 25, 2022
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  2. Update vignette

    @Dashadower
    Dashadower committed Jan 25, 2022
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  3. Merge branch 'master' into advi_self-calib

    @Dashadower
    Dashadower committed Jan 25, 2022
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  4. Update DAP binom vignette

    @Dashadower
    Dashadower committed Jan 25, 2022
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Commits on Jan 26, 2022

  1. Detect silent errors, detect and recover from bad Hessian

    @martinmodrak
    martinmodrak committed Jan 26, 2022
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  2. Merge branch 'master' into naming_refactor

    @martinmodrak
    martinmodrak committed Jan 26, 2022
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  3. Bumped version to 0.1.0.9000

    @martinmodrak
    martinmodrak committed Jan 26, 2022
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  4. Fixed backwards incompatibility in ECDF plots

    @martinmodrak
    martinmodrak committed Jan 26, 2022
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Commits on Jan 30, 2022

  1. CmdStan version check in ADVI vignette

    @martinmodrak
    martinmodrak committed Jan 30, 2022
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Commits on Feb 4, 2022

  1. Add combined DAP-self_calib vignette

    @Dashadower
    Dashadower committed Feb 4, 2022
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Commits on Feb 7, 2022

  1. Upload DAP self-calib vignette

    @Dashadower
    Dashadower committed Feb 7, 2022
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  2. Upload image

    @Dashadower
    Dashadower committed Feb 7, 2022
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  3. Update DAP v ignette

    @Dashadower
    Dashadower committed Feb 7, 2022
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  4. Update DAP vignette

    @Dashadower
    Dashadower committed Feb 7, 2022
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  5. Touches to docs site

    @martinmodrak
    martinmodrak committed Feb 7, 2022
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  6. Merge branch 'master' into naming_refactor

    @martinmodrak
    martinmodrak committed Feb 7, 2022
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  7. Add built-in examples

    @martinmodrak
    martinmodrak committed Feb 7, 2022
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  8. Update README

    @martinmodrak
    martinmodrak committed Feb 7, 2022
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Commits on Feb 8, 2022

  1. update explanations in vignette

    hyunjimoon committed Feb 8, 2022
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  2. Document examples, tweak README

    @martinmodrak
    martinmodrak committed Feb 8, 2022
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  3. Bump version

    @martinmodrak
    martinmodrak committed Feb 8, 2022
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  4. Tweaks to docs

    @martinmodrak
    martinmodrak committed Feb 8, 2022
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  5. Merge branch 'master' into visualisations_vignette

    @martinmodrak
    martinmodrak committed Feb 8, 2022
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Commits on Feb 9, 2022

  1. Merge branch 'naming_refactor' into visualisations_vignette

    @martinmodrak
    martinmodrak committed Feb 9, 2022
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Commits on Feb 11, 2022

  1. Add ensure_num_ranks_divisor

    @martinmodrak
    martinmodrak committed Feb 11, 2022
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  2. Add plot_coverage_diff

    @martinmodrak
    martinmodrak committed Feb 11, 2022
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  3. Add mock-rng backend and example results for visualisation

    @martinmodrak
    martinmodrak committed Feb 11, 2022
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  4. Rank visualisations vignette, tweaks to docs

    @martinmodrak
    martinmodrak committed Feb 11, 2022
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  5. Merge branch 'master' into advi_self-calib

    @Dashadower
    Dashadower committed Feb 11, 2022
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  6. Update DAP self calib vignette with explanation

    @Dashadower
    Dashadower committed Feb 11, 2022
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Commits on Feb 12, 2022

  1. Tweaks to densities plots

    @martinmodrak
    martinmodrak committed Feb 12, 2022
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  2. RJAGS backend working, vignette WIP

    @martinmodrak
    martinmodrak committed Feb 12, 2022
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Commits on Feb 13, 2022

  1. Merge remote-tracking branch 'origin/naming_refactor' into advi_self-… 

    …calib
    @Dashadower
    Dashadower committed Feb 13, 2022
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  2. Add marginalized version of the changepoint model in JAGS

    @martinmodrak
    martinmodrak committed Feb 13, 2022
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  3. Merge pull request #63 from hyunjimoon/naming_refactor 

    Naming refactor
    @martinmodrak
    martinmodrak authored Feb 13, 2022
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  4. Merge pull request #65 from hyunjimoon/visualisations_vignette 

    Visualisations vignette
    @martinmodrak
    martinmodrak authored Feb 13, 2022
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  5. Merge pull request #66 from hyunjimoon/rjags-backend 

    Rjags backend
    @martinmodrak
    martinmodrak authored Feb 13, 2022
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  6. Missing link to visualization vignette

    @martinmodrak
    martinmodrak committed Feb 13, 2022
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  7. Version 0.1.1

    @martinmodrak
    martinmodrak committed Feb 13, 2022
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  8. Update site

    @martinmodrak
    martinmodrak committed Feb 13, 2022
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  9. Bumped to new development version

    @martinmodrak
    martinmodrak committed Feb 13, 2022
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Commits on Feb 17, 2022

  1. Martin's acknowledgements for funding

    @martinmodrak
    martinmodrak committed Feb 17, 2022
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  2. Update site

    @martinmodrak
    martinmodrak committed Feb 17, 2022
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Commits on Feb 21, 2022

  1. Note the warnings in the xample

    @martinmodrak
    martinmodrak committed Feb 21, 2022
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Commits on Feb 28, 2022

  1. Updated examples to include JAGS

    @martinmodrak
    martinmodrak committed Feb 28, 2022
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  2. Updated docs

    @martinmodrak
    martinmodrak committed Feb 28, 2022
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Commits on Mar 6, 2022

  1. Update explanation regarding motivation

    @Dashadower
    Dashadower committed Mar 6, 2022
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Commits on Mar 10, 2022

  1. update DAP vignette and eightschools model

    @Dashadower
    Dashadower committed Mar 10, 2022
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  2. Merge branch 'master' into advi_self-calib

    @Dashadower
    Dashadower committed Mar 10, 2022
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  3. Update DAP vignette and covert eightschools CP to NCP

    @Dashadower
    Dashadower committed Mar 10, 2022
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  4. Minor tweaks to DAP vignette

    @Dashadower
    Dashadower committed Mar 10, 2022
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Commits on May 13, 2022

  1. Backup DAP_self_calibration with eightschools model

    @Dashadower
    Dashadower committed May 13, 2022
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