Closed emilemathieu closed 7 years ago
Is it ? If so, PG could be renamed CSMC.
That's quite right. PG
in Turing actually refers to CSMC
. Gibbs is slightly more general than PG
, since it allows combination of samples like Gibbs(HMC, HMC)
.
@xukai92 Do you think we can change the name of PG
to CSMC
? Or perhaps we can create an alias CSMC
to PG
to keep backward compatibility?
@yebai I feel having a type alias CSMC
for PG
is better.
Like this ?
typealias CSMC PG
typealias CSMC PG
Yes, that should work.
Ok, I'll create a PR with that line added in src/sampler/pgibbs.jl
.
How can I modify the wiki to make that clearer for everyone ?
How can I modify the wiki to make that clearer for everyone ?
I'll added you to collaborators, so you can edit the wiki.
PR for review: https://github.com/yebai/Turing.jl/pull/342
Hi all !
Would you have a bit of documentation or insights about what's implemented behind PG ? By reading the code I understood that it looks more like a conditional SMC.
In the article Particle Markov chain Monte Carlo methods section 2.4.3,
Particle Gibbs
is defined asbut that's not what
PG
is doing. Base on the paper, the syntax could looks likeBut maybe this is what is done in Turing with:
Is it ? If so,
PG
could be renamedCSMC
.Thanks for your help