Joshuaalbert / jaxns

Probabilistic Programming and Nested sampling in JAX
https://jaxns.readthedocs.io/
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Create a wrapper for running simple nested sampling. #130

Closed Joshuaalbert closed 6 months ago

Joshuaalbert commented 7 months ago

Is your feature request related to a problem? Please describe. Some users run out of sample space and don't know to increase max_samples. And, some users what verbose logging during the process, this is identified in #67.

Describe the solution you'd like I think in the vein of making it easier for people, we should create a wrapper that runs it in a loop and increases the available sample space if it runs out. We could do this sequentially, and operate on smaller batches of samples. It will require online updates of termination conditions, because currently it needs the whole sample tree to compute.

Joshuaalbert commented 6 months ago

This is not exactly necessary anymore given that we have logging and solved the performance error with large max_samples. However, I can easy see there can be other cases for having a wrapper that combined compiled and non-compiled code to solve specific problems. E.g. EvidenceMaximisation is like that. I'll close for now