https://github.com/red-portal/mcmctesting.jl

Hypothesis Tests for Validating MCMC Kernels
https://github.com/red-portal/mcmctesting.jl

bayesian-inference julia mcmc-analysis

Last synced: about 1 month ago
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Hypothesis Tests for Validating MCMC Kernels

• Host: GitHub
• URL: https://github.com/red-portal/mcmctesting.jl
• Owner: Red-Portal
• License: mit
• Created: 2023-11-06T18:56:18.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2025-04-21T10:25:13.000Z (about 2 months ago)
• Last Synced: 2025-04-28T14:22:02.353Z (about 1 month ago)
• Topics: bayesian-inference, julia, mcmc-analysis
• Language: Julia
• Homepage:
• Size: 805 KB
• Stars: 4
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# MCMCTesting

[![Stable](https://img.shields.io/badge/docs-stable-blue.svg)](https://Red-Portal.github.io/MCMCTesting.jl/stable/)

[![Dev](https://img.shields.io/badge/docs-dev-blue.svg)](https://Red-Portal.github.io/MCMCTesting.jl/dev/)

[![Build Status](https://github.com/Red-Portal/MCMCTesting.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/Red-Portal/MCMCTesting.jl/actions/workflows/CI.yml?query=branch%3Amain)

[![Coverage](https://codecov.io/gh/Red-Portal/MCMCTesting.jl/branch/main/graph/badge.svg)](https://codecov.io/gh/Red-Portal/MCMCTesting.jl)

This package provides exactness tests for MCMC algorithms proposed by Gandy and Scott[^GS2020].

[^GS2020]: Gandy, Axel, and James Scott. "Unit testing for MCMC and other Monte Carlo methods." arXiv preprint arXiv:2001.06465 (2020).