Open benjaminpope opened 3 months ago
Notebook implementation of numpyro
NUTS sampling with a BinaryModelCartesian
here.
Should the interface to this be:
OIData
calling a model and boundsnumpyro
use is necessarily DIY?
We should use init_to_value
in the init_strategy
argument in infer.nuts
to initialize to the optimum values of a grid search (plus any static parameters we held fixed in the grid search).
I think we should provide
mcmc(oidata,model,samples_dict,optimized)
function to automate this for basic users, where it will take the bounds and any static values from the samples dict. We may have to alter the optimized grid outputs to return richer values (args, and values, and any metadata) to reliably do this.
Now that we have grid searches and Absil/Ruffio contrast limits working, we should build interfaces to
numpyro
and implement