Comments (3)
That makes sense. How would you consider we refactor this so that we can accommodate those who want to sample directly without building their own scan loop and those who want to compose their own? Im gussing we'd need another function like get_samples
that takes the step_fn
kernel and initial values as arguments and then calls scan internally?
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Im gussing we'd need another function like
get_samples
that takes thestep_fn
kernel and initial values as arguments and then calls scan internally?
That's the idea yes.
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We should emulate what we do in #35 for the NUTS kernel and come up with a framework for state passing that is compatible with all kernels and sampling steps.
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Related Issues (20)
- Add `sample_prior`, `sample` and `sample_posterior_predictive` functions
- Add automatic Laplace approximation
- Use miniKanren to walk through mathematically equivalent model representations
- Gcc_flag issue with Max os HOT 1
- Dynamically generate lists in documentation
- Make sure `kanren` rewrites account for `SharedVariable.default_update`s
- Add AeMCMC logo to RTD?
- Demo automatic MAP estimation based on proximal operators
- Extend exact posteriors to condition on multiple observations HOT 7
- Assign FFBS sampler to variables in HMM models
- Refactor NUTS builder to use the new `logprob` interface
- Set up scheduled nightly builds
- Add a utility function to sample using `scan`
- Add examples to the README HOT 3
- Add a function to change the scan order of the sampling steps returned by `construct_sampler`
- Update the README with the new sampler interface
- Add standard HMC/NUTS defaults and options HOT 1
- `construct_sampler` does not support transformed observables HOT 1
- Logistic regression with time-varying coefficients: cannot construct sampler HOT 6
- Replacements need to apply to `SharedVariable.default_update` and `OpFromGraph`s
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