Open yebai opened 1 year ago
Maybe it would be better to not have a dedicated model but a special log density function type with the desired factorization that can be used in LogDensityModel. Then it should be possible to use the same model with e.g. EllipticalSliceSampling and AdvancedHMC.
I guess this is somewhat related to parts of the discussion in #85.
Maybe it would be better to not have a dedicated model but a special log density function type with the desired factorization that can be used in LogDensityModel.
This seems like a sensible approach :+1:
We currently have a type
ESSModel
that implements a factorised version oflogdensityproblem
.Now that we have the following new type, does it make sense to generalise and transfer the
ESSModel
type into this package?https://github.com/TuringLang/AbstractMCMC.jl/blob/50cdf04980ebed131d19768453a2ff3226dc068f/src/logdensityproblems.jl#L11-L25
In addition, this factorisation is also helpful for other samplers like nested sampling (see
NestedModel
) and tempering methods (e.g. when we only temper the likelihood term).cc @torfjelde @devmotion @mileslucas