mcx
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rlouf
Express & compile probabilistic programs for performant inference on CPU & GPU. Powered by JAX.
- [ ] Documentation - [ ] Sample (selected) deterministic variables - [ ] HMC from blackjax-devs/blackjax - [ ] NUTS from blackjax-devs/blackjax - [ ] Effective sample size from...
Here are some changes to get the ball rolling with MCMC tests. There's still a lot left to do though. I include a notebook to look at the empirical distributions...
I'm a big fan of [pre-commit hooks](https://pre-commit.com/), as they can help avoid stupid mistakes like forgetting to run `black` auto formatting or `isort` for sorting imports and so on. As...
Opening this to have a discussion with myself about sampling UX.
Hi, Looks like there is support for lots of common distribution. There are a handful of other distributions which are not presently supported but could (fingers crossed) be easily implemented....
Sometimes we'd like to help with an open source library but are not quite sure what with/don't want to bother the maintainer. I've been there. That is why I've a...
I'm not familiar really with this distribution and am a bit confused with all the different ways it is parameterized depending on which library you look at, for example [Stan](https://mc-stan.org/docs/2_22/functions-reference/pareto-distribution.html)...
While going through Statistical Rethinking I wanted to execute a prior-predictive simulation, but the results did not match the textbook example, see below. What's more, I played with some other...
I thought I would open an issue to follow up on https://github.com/rlouf/mcx/issues/1#issuecomment-812733048 , even though I'm not sure if I would be able to contribute a PR. @rlouf Do I...
https://github.com/rlouf/mcx/blob/2a2b94801e68d94d86826863eeee80f0b84c390d/mcx/inference/hmc.py#L198-L205 We currently pass the parameters directly to the runtime; While the values of the parameters are passed in the `Trace` object, it would be convenient to update the Kernel's...