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Published 20 hours ago • verified publisher icon aesara-devs
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AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.

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Make sure that the beta-binomial relation can expand both ways

The relation implemented in #29 could not be expanded both ways due to a limitation in `aesara`. We nevertheless implemented the corresponding test, currently marked as `xfail`. We should be...

rlouf avatar rlouf

important
miniKanren
exact posterior
mathematical relations

Implement sampler for regressions with a `horsehoe+` prior

We could implement the Gibbs sampler described in [1] for the parameters of the Horseshoe+ prior. [1] Makalic, Enes, and Daniel F. Schmidt. “High-Dimensional Bayesian Regularised Regression with the BayesReg...

rlouf avatar rlouf

enhancement
sampler steps
gibbs

Design robust calibration tests for samplers

`aemcmc` currently does not implement calibration tests for its samplers (i.e. it does not check that the samplers generate samples from the correct distribution), while `aehmc`'s tests are very flaky...

rlouf avatar rlouf

enhancement
help wanted
important

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AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.

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