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blackjax-devs / sampling-book

Tutorials and sampling algorithm comparisons
https://blackjax-devs.github.io/sampling-book
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Example of Optimized SMC inner kernel #49

Closed ciguaran closed 11 months ago

ciguaran commented 11 months ago

See https://github.com/blackjax-devs/blackjax/pull/595

junpenglao commented 11 months ago

Please add the example to the index as well.

junpenglao commented 11 months ago

BTW, is this example construct a SMC with IRWM kernel that equivalent to the one in PyMC?

ciguaran commented 11 months ago

BTW, is this example construct a SMC with IRWM kernel that equivalent to the one in PyMC?

Not fully equivalent since the number of MCMC steps in the PyMC case is adaptive, but in BJ is still fixed across iterations and chains within an iteration

junpenglao commented 11 months ago

BTW, is this example construct a SMC with IRWM kernel that equivalent to the one in PyMC?

Not fully equivalent since the number of MCMC steps in the PyMC case is adaptive, but in BJ is still fixed across iterations and chains within an iteration

I see, let's take a look at the overall implementation and refactor it to add that.