Goals and non-goals - Githubissues

jeremiecoullon / SGMCMCJax

Lightweight library of stochastic gradient MCMC algorithms written in JAX.

https://sgmcmcjax.readthedocs.io/en/latest/index.html

Apache License 2.0

95 stars 8 forks source link

Goals and non-goals #8

Open jeremiecoullon opened 3 years ago

jeremiecoullon commented 3 years ago

Add a section somewhere with goals and non-goals.

Example goals:

moar samplers
fancier numerical methods (palidrome, others): specifically not Euler methods
test the integration with frameworks such as NumPyro, Flax, Heiku

Example non-goals:

No MH accept-reject steps
No diagnostics, burnin, etc..
No model builders like in Stan, Numpyro etc. You should just pass in the log-likelihood and log-prior (or perhaps the full log-posterior)