Comments (2)
It's very close to the Gibbs sampler for the negative binomial, essentially changing the value of the parameters of the Polya-gamma. The change is trivial, I am adding this to start thinking about how to assemble samplers from building blocks and what the "right" interface for those blocks would look like.
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Don't we already have this covered with the Polya-gamma?
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Related Issues (20)
- Assign FFBS sampler to variables in HMM models
- Refactor NUTS builder to use the new `logprob` interface
- Set up scheduled nightly builds
- Add a utility function to sample using `scan`
- Add examples to the README HOT 3
- Add a function to change the scan order of the sampling steps returned by `construct_sampler`
- Update the README with the new sampler interface
- Add standard HMC/NUTS defaults and options HOT 1
- `construct_sampler` does not support transformed observables HOT 1
- Logistic regression with time-varying coefficients: cannot construct sampler HOT 6
- Replacements need to apply to `SharedVariable.default_update` and `OpFromGraph`s
- Add `sample_prior`, `sample` and `sample_posterior_predictive` functions
- Add automatic Laplace approximation
- Use miniKanren to walk through mathematically equivalent model representations
- Gcc_flag issue with Max os HOT 1
- Dynamically generate lists in documentation
- Make sure `kanren` rewrites account for `SharedVariable.default_update`s
- Add AeMCMC logo to RTD?
- Demo automatic MAP estimation based on proximal operators
- Extend exact posteriors to condition on multiple observations HOT 7
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