v0.41.2
Turing v0.41.2
Add GibbsConditional, a "sampler" that can be used to provide analytically known conditional posteriors in a Gibbs sampler.
In Gibbs sampling, some variables are sampled with a component sampler, while holding other variables conditioned to their current values. Usually one e.g. takes turns sampling one variable with HMC and the other with a particle sampler. However, sometimes the posterior distribution of one variable is known analytically, given the conditioned values of other variables. GibbsConditional provides a way to implement these analytically known conditional posteriors and use them as component samplers for Gibbs. See the docstring of GibbsConditional for details.
Note that GibbsConditional used to exist in Turing.jl until v0.36, at which it was removed when the whole Gibbs sampler was rewritten. This reintroduces the same functionality, though with a slightly different interface.
Merged pull requests:
- Add dark/light mode logo support (#2714) (@shravanngoswamii)
Closed issues:
