Contributor
Rasul Karimov

Support more than one sampler in PyMC4


Mentors
Thomas Wiecki, Junpeng Lao, Osvaldo Martin
Organization
NumFOCUS

The project is to add more comprehensive support for mcmc sampler methods in PyMC4. Currently there is no support for discrete distributions in model, support for gradient-free samplers, etc. The goal of the project is to expand the support for mcmc sampling, add various samplers, including SMC, etc.. Also, from the design perspective there is a need for compound step/Gibbs sampling. We need to collaborate with the Tensorflow Probability team developers to implement the most effective solution.