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stripe / rainier

Bayesian inference in Scala.
https://rainier.fit
Apache License 2.0
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Marginalized discrete parameters #468

Open avibryant opened 4 years ago

avibryant commented 4 years ago

https://statmodeling.stat.columbia.edu/2020/01/29/rao-blackwellization-and-discrete-parameters-in-stan/

avibryant commented 4 years ago

Alternatively, implement dHMC: https://xianblog.wordpress.com/2017/07/03/hamiltonian-mc-on-discrete-spaces/