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Idea: Implement vkm's own sequential rejection algorithm generically for Venture

Open axch opened this issue 9 years ago • 0 comments

Benefit: A presumably more scalable (than naive global rejection sampling) generic inference algorithm that also guarantees samples from the exact posterior.

Reference: Mansinghka, Roy, Jonas, Tenenbaum, "Exact and Approximate Sampling by Systematic Stochastic Search", AISTATS 2009.

Presumably will not handle continuous latent variables; oh well.

Suggestion: don't bother with the adaptation, at least at first.

axch avatar Jan 31 '16 01:01 axch