Carlos Parada issues

Results 216 issues of


                                            Carlos Parada

More Descriptive Name for `VarInfo`

One thing that could make `VarInfo` more intuitive is a more descriptive name. I think either `Sample` or `Draw` would be good names.

Specifying `rng` with `DynamicPPL.evaluate!!` leads to StackOverflow

I assume this is to do with some kind of accidental recursion/method ambiguity; the command: ``` # If no sampler is specified, we sample from the prior by default _,...

Improving VarInfo Documentation

The documentation on `VarInfo` probably needs some work. If `VarInfo` data is meant to be accessed by users or developers who want to get information like the log PDF of...

Discrete Samplers

Sampling from discrete variables, as shown [here](https://arxiv.org/pdf/1912.04681.pdf).

Gaussian Quadrature and Laplace Approximation

With large datasets, MCMC can get very slow. Luckily, approximations based on numerical integration usually get better as the sample size increases, and can work in some situations where MCMC...

Multivariate GLMs

Multivariate GLMs are very common in econometrics and also very useful in general. I think this is low-hanging fruit in terms of relative effort vs payoff: Multivariate GLMs should be...

Clarification on `Logistic` (and possibly rename?)

``` For likelihoods, TuringGLM.jl supports: Gaussian() (the default if not specified): linear regression Student(): robust linear regression **Logistic(): logistic regression** Pois(): Poisson count data regression NegBin(): negative binomial robust count...

Carlos Parada