Closed rrkarim closed 4 years ago
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Seems there are some conflict and a lot of files shows up - could you upstream to master branch first?
Seems there are some conflict and a lot of files shows up - could you upstream to master branch first?
yeap, solving this now.
PR adds support for Sequential Monte Carlo (
SMC
) method API.SMC
is used to tune thestep_size
of NUTS sampler.SMC support:
SMC
initialization for mcmc samplerpm.sample(model(), initialize_smc=True/False)
num_chains
(I've runned to some issues but will solve this soon too, this may cause high variance in samples)pymc4
are determined by executing the graph)Progress-bar support
pm.sample(model(), progressbar=True/False)
Also PR adds support for mixture, but there is a conflict with #284 (added to test on mixture likelihood model for SMC)