aemcmc
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aesara-devs
AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.
## Description of your problem or feature request I want to perform a classification task which consists in predicting whether a document $i$ published at a time $t_i$ belongs to...
It looks like we need to convert model graphs into AePPL IR and operate on those, because `construct_sampler`/`construct_ir_fgraph` only supports observed `RandomVariable`s and not general `MeasurableVariable`s. An example: ```python import...
Aside from constructing complete sampler loops per https://github.com/aesara-devs/aemcmc/issues/80, we need to set some standard HMC/NUTS defaults (e.g. mass matrix adaptation) and clarify the settings/options interface to the sampler construction process.
The order in which the sampling steps are chained together [can influence the sampling results](https://arxiv.org/abs/1606.03432), we should thus allow users to change the scan order of the samplers we return....
Using the sampling steps built by AeMCMC in a `scan` loop is not straightforward: ```python import aesara import aemcmc sample_steps, sample_updates, initial_values = aemcmc.construct_sampler( {Y_rv: y_tt}, srng ) to_sample_rvs: List[TensorVariable]...
Related to #49 #64 Here are a few important guidelines and requirements to check before your PR can be merged: + [x] There is an informative high-level description of the...
We already have a function that builds FFBS sampling steps since #6, we need to add it to the `construct_sampler` logic.
The closed-form expression for the sum of random variables is known in many cases. This can lead to significant simplifications.
The Gibbs sampler for the horseshoe prior does not work on the conditional distributions found in the model, but on the conditional distributions of a transformed version of the model....
1. If $Z \sim \operatorname{Norm}(0,1)$ and $\chi^2 \sim \operatorname{ChiSquared}(n)$ then $Y = \frac{Z}{\sqrt{\chi^2 /n}} \sim \operatorname{T}(n)$. Falls under #65. 2. If $X \sim \operatorname{Norm}(\mu, \sigma)$, $\tau = 1 / \sigma^2...
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AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.