The choice of Automatic Differentiation in Mamba

brian-j-smith / Mamba.jl

Markov chain Monte Carlo (MCMC) for Bayesian analysis in julia

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The choice of Automatic Differentiation in Mamba #137

Closed boathit closed 6 years ago

boathit commented 6 years ago

I noticed that the AD adopted in Mamba.jl is still based on the finite difference method from Calculus.jl, is there any reason that does not use the more efficient implementation in ForwardDiff.jl?

bdeonovic commented 6 years ago

When I have some free time I plan on implementing ForwardDiff for autodiff in Mamba.

boathit commented 6 years ago

Great.