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rlouf / mcx

Express & compile probabilistic programs for performant inference on CPU & GPU. Powered by JAX.
https://rlouf.github.io/mcx
Apache License 2.0
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add linear_regression test for HMC #22

Closed rlouf closed 4 years ago

rlouf commented 4 years ago

Following issue #19 where sampling did not work as expected we are adding a test to make sure that it does work in the future. We implement the linear regression model used by @ericmjl.

rlouf commented 4 years ago

All tests pass, merging.