Implement Annealed Importance Sampling o.e.

TuringLang / MCMCTempering.jl

Implementations of parallel tempering algorithms to augment samplers with tempering capabilities

https://turinglang.org/MCMCTempering.jl/

MIT License

32 stars 4 forks source link

Open HarrisonWilde opened 3 years ago

HarrisonWilde commented 3 years ago

Should fall out relatively cheaply due to tempering analog

yebai commented 1 year ago

It would be nice to support AIS here. See also https://github.com/treigerm/AnnealedIS.jl