Mostly for lower dimensions, we should have more than simple MC integration, as we have now.
Since things are different in TensorFlow and not every integration scheme can be implemented so easily, we have to experiment around with integrations techniques.
Mostly for lower dimensions, we should have more than simple MC integration, as we have now.
Since things are different in TensorFlow and not every integration scheme can be implemented so easily, we have to experiment around with integrations techniques.
Currently in ConvolutionPDF, experimental:
map_fn
for every elementNumerical schemes:
Adaptive MC schemes:
Let's collect the findings of integrations with TF here. @olantwin @Lakshan-Ram