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Add HMC and NUTS algorithms / interpretations

Open fritzo opened this issue 6 years ago • 1 comments

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

fritzo avatar Apr 09 '19 22:04 fritzo

cc @neerajprad who is refactoring Pyro's HMC and NUTS to support this

fritzo avatar Apr 09 '19 22:04 fritzo