Probability: Replica Exchange Monte Carlo

Created on 22 Mar 2018  路  2Comments  路  Source: tensorflow/probability

Hi.

I implemented Replica Exchange Monte Carlo method for edward, recently.
(https://github.com/blei-lab/edward/pull/865)
I also want to implement this method for this repository.

Can I contribute for this project if I implement it?

Thanks.

enhancement
Source
picture YoshikawaMasashi

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BTW this can be close now.

picture junpenglao on 13 May 2018
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Hi YoshikawaMasashi. We'd love to have your contribution!

Ideally it'd be possible to implement the low-level MCMC algorithm as a tfp.mcmc.TransitionKernel. Then, working with Dustin, you could consider using this low-level code in Edward2.

In a matter of days we'll be adding RandomWalkMetropolis so this may serve as a nice example in addition to HMC. (But feel free to begin your implementation whenever you like.)

jvdillon picture jvdillon on 24 Mar 2018
👍1

BTW this can be close now.

junpenglao picture junpenglao on 13 May 2018
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