Hong Ge

It would be good to support `Fx.Graph` creation and manipulation similarly to `TorchScript`.

Turing, by default, uses `VarInfo` for sampling. There are a growing number of cases where we want to use `SimpleVarInfo`, e.g. https://github.com/withbayes/Tapir.jl/issues/95#issuecomment-2088222249 At the moment, one has to hack into...

Similiar to https://github.com/TuringLang/JuliaBUGS.jl/issues/149. Let's remove the complex macros including `numerical_testset`, and `turing_testset` etc. Instead, let's simply group tests by files and run these test files in different CI runners.

Make `AbstractMCMC.step` function handle `rng` as part of state

5

For continuing MCMC sampling from a previous stopping point, we need to store the `rng` as part of the sampling state. https://github.com/TuringLang/AdvancedMH.jl/blob/e1741179e2505da57945d47b7b1debbf3f0e848b/src/mh-core.jl#L83 https://github.com/TuringLang/AdvancedMH.jl/blob/e1741179e2505da57945d47b7b1debbf3f0e848b/src/mh-core.jl#L90

Consider transfering the `ESSModel` to `AbstractMCMC`

2

We currently have a type [`ESSModel`](https://github.com/TuringLang/EllipticalSliceSampling.jl/blob/a76718df4894c54d84711b2e45a310167a01b7c1/src/model.jl#L3 ) that implements a factorised version of `logdensityproblem`. Now that we have the following new type, does it make sense to generalise and transfer...

Parallel Sequential Monte Carlo

15

I looked into the newly released `Threads.@threading` construct in Julia 0.5. It seems that adding parallelization feature to SMC is simple - could be done in a few lines of...

This package implements a splittable random number generator based on the standard Random library. It might be helpful to compare against our internal splittable `rng`.

We should consider setting up Documenter on the `gh-pages` branch to publish AdvancedMH docs on the new https://turing.ml/library/ site.

Prototype implementation of recursion

1

Replacing #164

https://github.com/ptiede/HypercubeTransform.jl