Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Added example of change of variable in HMC #254

Merged
merged 3 commits into from
Jul 12, 2022
Merged

Conversation

karm-patel
Copy link
Contributor

@karm-patel karm-patel commented Jul 12, 2022

This PR is adding an example notebook for the change of variable in HMC as discussed in #252. This notebook mainly demonstrates,

  1. BlackJAX implementation of Binomial hierarchical model
  2. Change of variable trick in logprob() using jacobian
  3. Using arviz plots to analyze MCMC diagnostics.

Let me know if I have to update anything in the notebook.

Note: Original source of this notebook is Dr. Kevin's pyprobml repo.

@codecov
Copy link

codecov bot commented Jul 12, 2022

Codecov Report

Merging #254 (ace9a5b) into main (ff42aa6) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##             main     #254   +/-   ##
=======================================
  Coverage   98.59%   98.59%           
=======================================
  Files          42       42           
  Lines        1709     1709           
=======================================
  Hits         1685     1685           
  Misses         24       24           

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update ff42aa6...ace9a5b. Read the comment docs.

@rlouf rlouf linked an issue Jul 12, 2022 that may be closed by this pull request
@rlouf
Copy link
Member

rlouf commented Jul 12, 2022

Thank you for the example! Merging.

@rlouf rlouf merged commit 1d6ce46 into blackjax-devs:main Jul 12, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

Add example notebook of change of variable in HMC
2 participants