funsor
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Add HMC and NUTS algorithms / interpretations
Blocked by Pyro HMC refactoring https://github.com/pyro-ppl/pyro/issues/1816
Initially we can simply wrap Pyro's HMC and NUTS implementations. After NumPyro's distributions are closer to torch.distributions and after Funsor's Numpy support improves, we can also implement a NumPyro-based HMC and NUTS.
Tasks
- [ ] Add shim for Pyro's HMC and NUTS
- [ ] Add an examples/nuts.py
cc @neerajprad who is refactoring Pyro's HMC and NUTS to support this