Prior and posterior predictive samplers + debugging tools

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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Closed rlouf closed 4 years ago

rlouf commented 4 years ago

Everything is implemented, but the code is kind of garbage, but it's fast and it works:

[x] Refactor
[x] Add type hints
[x] How do we integrate the results with the Trace? May impact the interface with arviz
[x] Move forward_sample to predict.py