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Importance sampling for GammaMixture support.

Open albertpod opened this issue 3 years ago • 4 comments

We have (tw @bvdmitri ) spotted an issue with running an important sampling strategy around the GammaMixture node. We proposed this strategy n this paper.

The API for the form constraint has changed i.e. as = randomvar(nmixtures, prod_constraint = ProdGeneric(), form_constraint = SampleListFormConstraint(rng, 1000, LeftProposal())) compared to as = randomvar(nmixtures, prod_strategy = as_prod_strategy, constraint = as_constraint)

albertpod avatar Feb 08 '22 11:02 albertpod

  • [x] Sampling from GammaShapeRate is broken

bvdmitri avatar Sep 30 '22 16:09 bvdmitri

PR #222

albertpod avatar Oct 07 '22 14:10 albertpod

This issue is related to https://github.com/biaslab/ReactiveMP.jl/issues/27; I will sync the end date for this issue accordingly.

albertpod avatar Feb 28 '23 13:02 albertpod