search

ReactiveBayes / ReactiveMP.jl

High-performance reactive message-passing based Bayesian inference engine
MIT License
99 stars 15 forks source link

Importance sampling for GammaMixture support. #84

Open albertpod opened 2 years ago

albertpod commented 2 years ago

We have (tw @bvdmitri ) spotted an issue with running an important sampling strategy around the GammaMixture node. We proposed this strategy n this paper.

The API for the form constraint has changed i.e. as = randomvar(nmixtures, prod_constraint = ProdGeneric(), form_constraint = SampleListFormConstraint(rng, 1000, LeftProposal())) compared to as = randomvar(nmixtures, prod_strategy = as_prod_strategy, constraint = as_constraint)

bvdmitri commented 1 year ago
albertpod commented 1 year ago

PR #222

albertpod commented 1 year ago

This issue is related to https://github.com/biaslab/ReactiveMP.jl/issues/27; I will sync the end date for this issue accordingly.

albertpod commented 1 month ago

Just a self reminder that this needs to be checked. I don't think that #27 fixed this particular issue.