Open rkube opened 5 months ago
Hi, Going through the documentation I'm wondering how to access the samples from HMC. In the first example the samples are just a vector:
julia> samples, stats = sample(hamiltonian, kernel, initial_θ, n_samples, adaptor, n_adapts; progress=true) julia> samples 100000-element Vector{Vector{Float64}}:
In the AbstractMCMC example the samples are a long vector of some complicated type and I had to dig around to get the actual samples:
julia> samples = AbstractMCMC.sample( model, sampler, n_adapts + n_samples; nadapts = n_adapts, initial_params = initial_θ, ) julia> samples julia> samples 3000-element Vector{AdvancedHMC.Transition{AdvancedHMC.PhasePoint{Vector{Float64}, AdvancedHMC.DualValue{Float64, Vector{Float64}}}, @NamedTuple{n_steps::Int64, is_accept::Bool, acceptance_rate::Float64, log_density::Float64, hamiltonian_energy::Float64, hamiltonian_energy_error::Float64, max_hamiltonian_energy_error::Float64, tree_depth::Int64, numerical_error::Bool, step_size::Float64, nom_step_size::Float64, is_adapt::Bool}}}: [...] julia>reduce(vcat, [s.z.θ for s ∈ samples]) 3000-element Vector{Float64}: -0.21417892820474493 [...]
Am I missing something or is this the correct way of getting to the samples?
Hi, Going through the documentation I'm wondering how to access the samples from HMC. In the first example the samples are just a vector:
In the AbstractMCMC example the samples are a long vector of some complicated type and I had to dig around to get the actual samples:
Am I missing something or is this the correct way of getting to the samples?