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Support DynamicHMC in Turing #527

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yebai opened this issue Sep 13, 2018 · 1 comment

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yebai commented Sep 13, 2018 •

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Excerpt from #324 (comment)

DymanicHMC is a very well designed and tested NUTS implementation together with adaption for preconditioning matrix. We can try to plug DynamicHMC into Turing and compare its results against our NUTS sampler. We can also try to refactor our NUTS sampler following DynamicHMC's design. Ideally, the sampler code should be testable and benchmarkable without dependency on other parts of Turing.

https://github.com/tpapp/DynamicHMC.jl/

yebai added inference-method labels

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xukai92 commented Sep 23, 2018

Closed by #549

xukai92 closed this as completed

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