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tweag / chainsail

Replica Exchange sampling as-a-service
MIT License
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Discussion: use binf for sampling in rexfw #91

Closed simeoncarstens closed 1 year ago

simeoncarstens commented 3 years ago

I once had my own subpar shot at a probabilistic programming library when I didn't even know that that's a thing. Anyways, I wrote binf (https://github.com/simeoncarstens/binf) for my research, which implements interfaces for posterior distributions, likelihoods etc., but also a Gibbs and a HMC sampler. We could think about using the latter in rexfw by depending on the binf library instead of whipping up our own sampler (which would essentially be a copy-and-paste of the binf one.

Discussion, because I'm not sure we want yet another dependency with all of its luggage (csb and thus scipy) for a class which is essentially just 20 lines of code.

simeoncarstens commented 1 year ago

I'm not sure this makes sense (anymore). With the (albeit, rudimentary) support for Stan and PyMC, no one would ever want to use binf. Furthermore, in the meantime, there was a hand-crafted, minimal HMC sampler added to Chainsail.