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TuringLang / Turing.jl

Bayesian inference with probabilistic programming.
https://turinglang.org
MIT License
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Support DynamicHMC in Turing #527

Closed yebai closed 5 years ago

yebai commented 5 years ago

Excerpt from https://github.com/TuringLang/Turing.jl/issues/324#issuecomment-420995014

DymanicHMC is a very well designed and tested NUTS implementation together with adaption for preconditioning matrix. We can try to plug DynamicHMC into Turing and compare its results against our NUTS sampler. We can also try to refactor our NUTS sampler following DynamicHMC's design. Ideally, the sampler code should be testable and benchmarkable without dependency on other parts of Turing.

https://github.com/tpapp/DynamicHMC.jl/

xukai92 commented 5 years ago

Closed by https://github.com/TuringLang/Turing.jl/pull/549