Patrik Waldmann

On-line thinning

3

Is there some way to store thinned MCMC chains without doing post sampling thinning? I have a huge number of parameters that I run with AdvancedMH and only want to...

Documentation: expand sparse least squares example to other algorithms (Douglas-Rachford)

7

I managed to get most algorithms running on the Sparse regression example, but not the DRLS algorithm. I guess it should be applicable to sparse regression, but what needs to...

Matrix infinity norm over rows

8

Is there some way to implement the induced infinity matrix norm: maximum absolute row sum of a matrix Lets say I have multivariate data in Y (for simplicity of dim...

Load error in 0.5.0

2

julia> using EmpiricalRisks ERROR: LoadError: LoadError: UndefVarError: FloatingPoint not defined in include_from_node1(::String) at .\loading.jl:488 (repeats 2 times) in eval(::Module, ::Any) at .\boot.jl:234 in require(::Symbol) at .\loading.jl:415 while loading C:\Users\pawn0002\.julia\v0.5\EmpiricalRisks\src\common.jl, in...

On-line thinning

5

Is there some way to store thinned MCMC chains without doing post sampling thinning? I have a huge number of parameters that I run with AdvancedMH and only want to...

How can I apply random walk priors to a vector (beta[1:10]) using AdvancedMH in Turing? Not working sampling code is as follows: ``` chain = sample( model, MH( :sigmae =>...

FTRL optimizer

2

Would it be possible to add the recent FTRL optimizer in optimizer.py to MXNet.jl ?