Investigate within-chain parallelization in `numpyro` - Githubissues

CDCgov / multisignal-epi-inference

Python package for statistical inference and forecast of epi models using multiple signals

https://cdcgov.github.io/multisignal-epi-inference/

10 stars 1 forks source link

Investigate within-chain parallelization in `numpyro` #151

Open dylanhmorris opened 4 weeks ago

dylanhmorris commented 4 weeks ago

Goal

Understand what numpyro support exists for within-chain parallelization.

Details

The plate context can be used to mark conditionally independent sampling operations.
Are there ways then to ask the compiler to parallelize things within a single MCMC chain, as is possible in Stan?

See also

Related discussion in EpiAware https://github.com/CDCgov/Rt-without-renewal/issues/254