Comments (2)
Now that PosteriorDB.jl has been registered, and BridgeStan is included in StanSample.jl, it should be quite straightforward to set up a Julia script that generates samples from posteriordb models using Pathfinder.
If we want the analysis to be similar to the Pathfinder paper, we should use 1-Wasserstein (aka earth mover) distance to compare the Pathfinder draws to the reference posterior draws in posteriordb, so we should see if this is available in the Julia ecosystem for multidimensional draws.
from pathfinder.jl.
A number of benchmarks were performed at https://github.com/mlcolab/PathfinderBenchmarks.jl
from pathfinder.jl.
Related Issues (20)
- Supporting inputs implementing the LogDensityProblems interface
- Fixing type-noninferrability from Optimization.solve HOT 1
- Using Optimization.MaxSense HOT 1
- Multi-threaded multi-path Pathfinder broken with recent Transducers versions HOT 4
- Support alternative ways of choosing normal approximations HOT 2
- More-Thuente line search fails for posterior
- TagBot trigger issue HOT 53
- Return all intermediates in a custom struct HOT 1
- Drop StatsFuns as a dependency
- Turing integration HOT 1
- Load time is doubled on the latest Julia beta
- Options for approximation? HOT 2
- Switching to Hager-Zhang line search HOT 1
- Making Optimization (formerly GalacticOptim) optional HOT 5
- multipathfinder - no method matching iterate HOT 6
- WoodburyPDMat and unwhitening and square norms HOT 2
- Making subpackages for compatibility with HMC packages HOT 1
- Choosing AD backend in Turing integration HOT 7
- NaNs introduced with 3 posteriordb models HOT 9
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from pathfinder.jl.