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It would be great to have the feature of a PEtabSDEProblem, where the model is not a ODe but a SDE.
Maybe for a start, supporting the conversion of a SBML model to an `SDEProblem` would be a good st…
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Hi,
In `Trace_ELBO`, the `num_particles` argument allows one to effectively introduce a batch size in estimating the ELBO gradient if `num_particles > 1`. By default, it's vectorized over the `num…
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disclaimer: this may be just me not seeing a solution
i'm currently trying to build an inference scheme combining lmh within smc. i believe this is similar to what's called rm-smc in [this paper](h…
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Thank you very much, Nicolas Chopin, for the package. I have carefully read your book. SMC is exactly what I needed to approximate the model evidence.
Before starting to use the package, I compared…
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Instead of implementing MCMC itself, this package could use the AbstractMCMC.jl interface to do sampling. This would enable various MCMC flavors in different packages to be used for the sampling, e.g.…
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Hi there,
I was testing pymc_experimental/inference/smc/sampling.py and noticed the following issues:
- the inference doesn't seem to like pm.Dirichlet, with a shape error at tmp = logp_fn(*[p.sq…
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It would be nice to have native support for online VI (its main 3 flavors are listed here: https://arxiv.org/abs/1904.03920 ).
Currently, the only tool applicable to the online learning scenario w…
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This is meant as an umbrella issue for documenting the steps required to depreciate `VarInfo` in favour of `SimpleVarInfo`-equivalwent.
Some known items:
- Lineralisation for `SimpleVarInfo`
…
yebai updated
2 years ago
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I did ask Chris about this, he suggested there should be some more rigorous statements about the divergence between posterior estimates for two trajectories from the same ensemble of replicates in the…
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Sorry, this may be a stupid question, but could this package (mcstate) implement MCMC instead of PMCMC?