aemcmc icon indicating copy to clipboard operation
aemcmc copied to clipboard

Expand scale-mixtures

Open brandonwillard opened this issue 2 years ago • 1 comments

After #45, we need to add a scale-mixture-expansion step to the sampler-generating process.

We can start by implementing the Polya-gamma expansion for negative-binomials and Bernoulli random variables. This will work together to produce nbinom_normal_posterior and bern_normal_posterior in #45, after expansion and subsequent detection of the resulting normal-normal posterior.

On a related note, we'll need to start walking through "graph rewrite space" in a more reasonable way. For instance, a scale-mixture expansion might aid in the construction of a sampler where one wasn't possible before (e.g. we don't have a sampler for the unexpanded term in our "database"). On the other hand, when there is a sampler for a term that can be expanded, we will need to consider the samplers resulting from both expanding and not expanding.

brandonwillard avatar Jul 22 '22 04:07 brandonwillard