Alex Lew

Results 43 comments of Alex Lew

It's all right for the proposal of a Metropolis-Hastings kernel to have broader support than the posterior; these samples are just rejected with probability 1.

> @alex-lew, is that the same thing as saying "if this change is made, then using `normal` as a proposal distribution on a variance will really have semantics of a...

> > No, they're different procedures. Rejecting a sample repeats the old sample in your Markov chain; a truncated normal proposal is an asymmetric proposal with a different MH accept/reject...

> > Do you mean logpdf or pdf? If pdf, the proposed change would make this integral 0. > > Whoops yes, I meant pdf. Same comment applies. Ah, I...

@marcoct @ztangent I agree they're definitely separate issues, but it's worth noting that they raise similar questions in terms of what they mean for the GFI. That is, we already...

I think Vikash has mentioned coding up this "different multiplicities of impossible"; I think the goal was to let you use MH to go from a "very impossible" initial state...

Hi there, > Is there anyway I can update multiple trace addresses in a single update call? Yes: just call `update` with a choicemap containing everything you want to change....

Thanks for posting this, @femtomc! I hadn't seen Mjolnir -- that looks super cool. Will read this a bit more carefully before saying more.

@georgematheos I agree that's an intriguing approach. (One issue I'm not sure it addresses is how to recover the static DSL's specialized trace data structures.) It could be interesting to...

@femtomc Yes, I took that to be your and George's proposed approach: write a dynamic DSL interpreter (or eight, for the various GFI methods) using patterns that lend themselves to...