Comments (2)
BTW this can be close now.
from probability.
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.)
from probability.
Related Issues (20)
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from probability.