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hakaru-dev / hakaru

A probabilistic programming language
BSD 3-Clause "New" or "Revised" License
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"Metropolis Hastings" #63

Closed JacquesCarette closed 7 years ago

JacquesCarette commented 7 years ago

The documentation has a very short section on this (too short to be useful as is). It should be augmented.

JacquesCarette commented 7 years ago

@zaxtax Could you help us by pointing out some useful source material that we can leverage here as well?

zaxtax commented 7 years ago

I think some of what is in docs/transforms/mh/md can be re-purposed for this section. The challenge for me was I didn't want to keep introducing new examples. I wanted a single one I could consistently use throughout the entire document.

GenevaS commented 7 years ago

I've expanded the content of this section (bf7c203e10ef8811c6cdec540f7a7373dfe35f73), but I don't know what other information you want included. I don't know if you want to jump into a Hakaru example here, since it appears to be a more advanced topic. I have included a link that will redirect them to the mh page though.

JacquesCarette commented 7 years ago

I'm fine with being somewhat minimalistic, as long as the section contains enough links for the interested reader (both internal, i.e. the section on mh, but also external to good sources that describe MH). I believe @zaxtax knows of good such sources. Wikipedia always being a half reasonable fallback position.

zaxtax commented 7 years ago

I think “Introduction to Monte Carlo methods” by the late David Mackay is the one most of us are fond of for introducing MH.

GenevaS commented 7 years ago

I've added a reference to Dr. MacKay's paper in the page's references (99f85a66f5a4675f23e6a3dfb109aad8e9e1421e). Was this the only thing let for this section, or is more information needed?

JacquesCarette commented 7 years ago

I'm happy with it.

zaxtax commented 7 years ago

Me too. I just left one comment, but otherwise great!

zaxtax commented 7 years ago

The update looks great!