Chad Scherrer

Results 185 issues of Chad Scherrer

@stanniszhou gave a talk by this title at PROBPROG 2020. Could AdvancedHMC be adapted to do this? HMC for discrete variables could be a game changer :) https://stanniszhou.github.io/papers/mixed_hmc.pdf

Hi, I'm hitting a bug I'm having some trouble replicating, hope you might be able to steer me in the right direction. At a very high level, the problem happens...

I noticed the compiler wasn't quite reducing things as it should, so here are some edits to (hopefully) improve performance. Thanks to @mbauman and @YingboMa for Slack discussion. Suppose we...

enhancement

Hi, This issue came up here: https://github.com/cscherrer/MeasureTheory.jl/issues/52 It's very surprising to me that the simpler representation used by FillArrays can sometimes be harder to optimize. I'm just posting here so...

I'm looking into transitioning MeasureTheory to use Bijectors instead of TransformVariables, but there are some differences between the packages that are really throwing me. First, some questions I had asked...

There's an approach I've been thinking about for MeasureTheory.jl, and it could be nice to have it in Bijectors and avoid the type piracy :) Say you have ```julia julia>...

As implemented, `link` is not bijective for Dirichlet distributions: ```julia julia> dist = Dirichlet([1,1]) Dirichlet{Float64}(alpha=[1.0, 1.0]) julia> link(dist, [0.5,0.5]) 2-element Array{Float64,1}: 0.0 0.0 julia> invlink(dist,[0.0,0.0]) 2-element Array{Float64,1}: 0.5 0.5 julia>...

Hi, I found this warning message really confusing: > Also, note the warning: Version 0.1.3 skips over 0.1.2 This can be safely ignored. However, if you want to fix this...

Say you're using GPs in a PPL. The setup might be something like ```julia julia> using AbstractGPs julia> X = randn(20, 1); julia> ydist = GP(Matern32Kernel())(RowVecs(X)); ``` Then in Soss...

Anyone here familiar with the methods used [here](https://arxiv.org/abs/1703.09710)? It gives a linear-time exact solution for special case of one-dimensional data with covariance given by mixtures of exponentials. The main implementation...