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stripe / rainier

Bayesian inference in Scala.
https://rainier.fit
Apache License 2.0
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Automatic reparameterization #429

Open avibryant opened 4 years ago

avibryant commented 4 years ago

Rainier currently always uses non-centerered parameterizations. https://arxiv.org/pdf/1906.03028.pdf describes iHMC, which interleaves centered and non-centered to achieve the best of both worlds.

avibryant commented 4 years ago

This should be possible to layer into Injection, though still quite a lot of work to thread it through everything else.