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.

Organization

Student

Rasul Karimov

Mentors

  • Thomas Wiecki
  • Junpeng Lao
  • Osvaldo Martin
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2020