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To have a functional package up and running fairly quickly, we use the GeMTC package because it has a simple API that play well with our needs. GeMTC is uses JAGS for sampling, which means that each h…
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- [ ] Documentation
- [ ] Sample (selected) deterministic variables
- [ ] HMC from blackjax-devs/blackjax
- [ ] NUTS from blackjax-devs/blackjax
- [ ] Effective sample size from blackjax-devs/blac…
rlouf updated
3 years ago
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The following paper presented a novel approach for adapting the metric:
Ben Bales, Arya Pourzanjani, Aki Vehtari, Linda Petzold, Selecting the Metric in Hamiltonian Monte Carlo, 2019. https://arxiv…
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A bunch of things that I think could improve the modeling interface:
- [x] make stingray.modeling compatible with emcee3 (issue #455)
- [ ] make sure stingray.modeling supports bounds (issue #187 …
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Quite a few algorithms seem to be HMC 2.0 - all they are is HMC but with a different kinetic energy, essentially. They all use leapfrog to integrate.
To make the code more manageable, I'd suggest d…
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The [No-U-Turn ](https://arxiv.org/pdf/1111.4246v1.pdf) Hamiltonian Monte Carlo (HMC) method provide a robust method to capture a posterior distributions with efficient sampling and adaptive step size…
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Dear Dr. Nafise Rezaei
We are working with the program obtaining very good results so far. Our next steps need the inclusion of two different terms in the hamilonian and we would like to know if thi…
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Hi,
I have a question that may or may not be outside the scope of emcee.
I am trying to replicate work found here using emcee: http://asa.scitation.org/doi/10.1121/1.5017840
This work tries to in…
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## 一言でいうと
Annealed importance sampling (AIS)とHamiltonian Monte Carlo (HMC)を合体させた手法(Differentiable AIS, DAIS)を提案することで、AISによる周辺尤度の推定量が微分不可能となる問題を回避した。
### 論文リンク
[https://proceedings.neurips.cc/pape…