MCMCTesting.jl

Hypothesis Tests for Validating MCMC Kernels
Author Red-Portal
Github
Popularity
4 Stars
Updated Last
10 Months Ago
Started In
November 2023

MCMCTesting

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This package provides exactness tests for MCMC algorithms proposed by Gandy and Scott1.

Footnotes

  1. Gandy, Axel, and James Scott. "Unit testing for MCMC and other Monte Carlo methods." arXiv preprint arXiv:2001.06465 (2020). ↩

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