-
The Widely Available Information Criterion (WAIC) is a useful model comparison metric:
https://python.arviz.org/en/stable/api/generated/arviz.waic.html
However, the `InferenceData` object return…
-
Hi all,
thank you for creating this awesome package.
I am currently trying to set up a model which among other things samples tree structures. Unfortunately, adding tree structures to Mamba seems to…
-
Hi, I am running an MCMC on R and with Gibbs sampler method in R code I used an R function uniroot() which helps me search the interval from lower to upper for a root (i.e., zero) of the function f wi…
-
**Feature description**
- Include option to stop sampling if convergence is already achieved.
- Enable the option to continue sampling where the procedure stopped (e.g. give the sampler an sampling…
-
Sampling from `LKJ ` or `LKJCholesky` and assigning to a vector of matrices errors, regardless of AD backend.
The code compiles but errors with a `BoundsError`. Sampling from the Prior works does n…
-
The paper below proposes an interesting extension of ESS that handles models with non-Gaussian prior, and models with Gaussian priors but with informative likelihoods. The authors also motivate their …
yebai updated
3 years ago
-
currently, summary() returns the correlation matrix of the parameters, would be more sensible to return a list with all summary statistics calculated
-
Some recent MCMC samplers such as ["Randomize-then-optimize"](https://epubs.siam.org/doi/10.1137/140964023) exploit least squares structure in the log-likelihood; i.e., the log-density has the form $f…
-
### Description
User on discourse [reported](https://discourse.pymc.io/t/how-can-i-set-the-maximum-tree-depth-for-the-nuts-method-from-the-numpyro-library/12258):
>
> How can I set the maximum…
-
Hi,
Thank you for making this! I am a little unclear from the readme documentation how I would go about reloading the saved trace to continue an interrupted sampling. Ideally, I'd like to determine…