numpyro
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pyro-ppl
Probabilistic programming with NumPy powered by JAX for autograd and JIT compilation to GPU/TPU/CPU.
It would be useful if it wasn't a requirement to specify the number of warmups for MCMC sampling before the model is compiled to save time if it is necessary...
Added the ability to sample from the Gompertz distribution by implementing a `Gompertz` class under `numpyro.dist.continuous` https://www.tandfonline.com/doi/abs/10.1080/03461238.2012.687697
PR for issue #969 . Contains initial implementation that performs uniform sampling + inverse CDF of Left/Right/Doubly truncated Gamma. Relies on tensorflow functionality for igammainv function, which is not yet...
It would be great to have a [truncated gamma distribution](https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3898536/) implemented in NumPyro in order to cover lower-bounded variances (or upper bounded precisions) in probabilistic programs. I'm happy to code...
This issue discusses possible ways to have something similar to Pyro's [TransformModule](https://github.com/pyro-ppl/pyro/blob/dev/pyro/distributions/torch_transform.py#L7). The motivation is to move the construction of a flow nn to the construction of a flow transform,...
Hi there, Thanks for creating numpyro! I'm wondering, is there any interest in supporting SG-MCMC methods (such as SGLD, [IASG](https://www.jmlr.org/papers/volume18/17-214/17-214), etc.) in numpyro? I searched around a bit, and it...
See the discrepancy below in the iteration durations between sequential and parallel chains. ```python import numpy as np import numpyro as ny from numpyro.infer import MCMC, NUTS import numpyro.distributions as...
Currently, our design in HMCGibbs, DiscreteHMCGibbs, HMCECS does not allow to compose those kernels. However, I believe that with just a few internal changes, we should be able to compose...
Per [a question](https://forum.pyro.ai/t/regression-variable-selection/2236) asked by a user in the forum, it would be nice to have a tutorial/example for this type of regression. I searched for some examples available and...
Hi all, I've been working with the HMC Gibbs sampler. Thanks for your work on this, I think it's a really unique and powerful feature. I've written an example notebook...
