Also store the logp value for the samples

[benjamin-lieser]

Is it possible at the moment to also obtain the logp value of the samples?
If not is that something you would consider adding?

[aseyboldt]

Hello,
The logp value at the position of the draw is already stored as a sampler statistic:

    let stats = trace.chains[0].stats.clone();
    let stats = stats.as_struct();

    dbg!(stats.column_names());

    let logp = stats
        .column_by_name("logp")
        .unwrap()
        .as_primitive::<Float64Type>()
        .iter()
        .map(|x| x.unwrap())
        .collect::<Vec<_>>();

I should add a bit more documentation to the rust interface, so far this is mostly used from the python side by nutpie, so it didn't seem all that relevant, but if people want to use it from rust directly I guess that would be quite helpful :-)

[benjamin-lieser]

To be honest I am still a bit lost. How to obtain a Trace?

[aseyboldt]

Ah, you get that if you build a Model first. For instance: https://github.com/pymc-devs/nuts-rs/blob/main/tests/sample_normal.rs#L193

That's the interface that allows you to control how the draws are stored, and handles sampling several chains in parallel.