Hong Ge

It's helpful to set up an integration test workflow, such that we automatically test against Turing for new PRs. See https://github.com/TuringLang/DynamicPPL.jl/blob/master/.github/workflows/IntegrationTest.yml Additionally, it might be useful to adopt the `bors`...

Better covariance estimator for vectorised HMC algorithms

1

When we run parallel HMC sampling using the vectorised HMC implementation, it is possible to adapt the covariance matrix for momentum variables using all samples from all chains. Furthermore, it...

GPU accelerated HMC

3

The following paper implements a GPU accelerated version of NUTS, and shows some nice speedups on a logistic regression model. Tran, Dustin, Matthew W. Hoffman, Dave Moore, Christopher Suter, Srinivas...

Rename `logpdf_with_trans` to `logpdf_with_jacobian`?

6

The current function name `logpdf_with_trans` is a bit unclear. Can we rename it to something more self-explanatory, e.g. `logpdf_with_jacobian`?

Maybe we should add a page in our docs website (https://turing.ml) to document features in `Bijectors.jl`?

Migrated from https://github.com/TuringLang/Turing.jl/issues/542 > #543 now resolves most of these issues, but there remain a couple of outstanding issues: > A few distributions (Dirichlet, Wishart, InverseWishart) don't have tests to...

Here are some related julia packages: - https://github.com/tpapp/TransformVariables.jl - https://github.com/brian-j-smith/Mamba.jl/blob/master/src/distributions/transformdistribution.jl Other related packages - TensorFlow distributions (sec 4): https://arxiv.org/pdf/1711.10604.pdf - Stan (sec 35): https://github.com/stan-dev/stan/releases/download/v2.17.0/stan-reference-2.17.0.pdf - PyTorch distributions: https://github.com/pytorch/pytorch/tree/master/torch/distributions Related issue:...

HMC, RWMH sampling methods tutorial

1

We might want to add a comparison oriented tutorial for various sampling algorithms at some point. Two previous tutorials that I find relevant are - https://github.com/mlss-2019/tutorials/blob/master/mcmc/3%20-%20hamiltonian_monte_carlo.py - https://github.com/salilab/hmc/blob/master/examples/notebooks/basic_usage.ipynb

Make tutorials available on `colab`

1

Colab provides a cloud-based environment for running Jupyter notebooks. It also supports GPU and TPU for free. Maybe we can make Turing tutorials available on colab to encourage users to...

Chinese restaurant processes

2

[CRP Demo](https://github.com/TuringLang/TuringTutorials/blob/master/old-notebooks/06-Demo-CRP.ipynb)