Closed cscherrer closed 3 years ago
I got importance sampling working. Here's a little example:
julia> importanceSample(p(),q(μ=0.0, σ=0.5), (y=y,)) Weighted(-7.45008.4 ,(x = -0.5199557318297471,) julia> p = @model begin x ~ Normal() y ~ Normal(x,1) |> iid(5) end; julia> q = @model μ,σ begin x ~ Normal(μ,σ) end; julia> y = rand(p()).y; julia> importanceSample(p(),q(μ=0.0, σ=0.5), (y=y,)) Weighted(-7.13971.4 ,(x = -0.12280566635062592,)
This can be used on its own or as part of variational inference
I got importance sampling working. Here's a little example:
This can be used on its own or as part of variational inference