Comments (4)
I think that for many models, we can also make a vectorized version in numpyro by using vmap
(not sure how to do it in Pyro though).
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More tasks to complete this issue:
- Implement predictive for log likelihood. (I wondered if we can store
args
,kwargs
in mcmc object so that these model-related information can be accessed when we passmcmc
object to other library (e.g. arviz)) - Implement predictive for prior. For this purpose, we can have
num_samples
and allow emptyposterior_samples
as in NumPyro. - Update baseball example using these utilities.
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@fehiepsi - I think we can close this issue now?
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Sure! I'll go for a pass tomorrow to see if we miss any feature for arviz, then will update #349.
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