ReactiveMP.jl
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Importance sampling for GammaMixture support.
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)
- [x] Sampling from
GammaShapeRateis broken
PR #222
This issue is related to https://github.com/biaslab/ReactiveMP.jl/issues/27; I will sync the end date for this issue accordingly.