probml / rebayes

Recursive Bayesian Estimation (Sequential / Online Inference)
MIT License
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convert BNN time series forecasting example to blackjax #33

Open murphyk opened 1 year ago

murphyk commented 1 year ago

Translate this theano/pymc code into blackjax https://github.com/TeaPearce/Expressive_Priors_in_BNNs/blob/master/code/timeseries_hmc_05.py

This should reproduce fig 3 from te paper below (first 3 columns, ignore the GP part)

T. Pearce, R. Tsuchida, M. Zaki, A. Brintrup, and A. Neely, “Expressive Priors in Bayesian Neural Networks: Kernel Combinations and Periodic Functions,” in UAI, May 2019 [Online]. Available: http://arxiv.org/abs/1905.06076

Screenshot 2023-03-28 at 9 07 42 PM