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@ColCarroll
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This seems more readable, and perhaps modestly more efficient than the recursive implementation. As far as I can tell, it is also novel: the original c++ and matlab versions, as well as versions in julia, python, and R are all recursive (and use the original notation).

It passes all existing tests (except this test_parallel_start one?), but would appreciate another look.

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The changes look good to me after a first pass

@kyleabeauchamp
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It would be great to have a PDF version written up somewhere, as the recursive implementation has been a "barrier to entry" for myself and several colleagues.

@ColCarroll
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That failure looks funny, and might have more to do with conda than with anything else. It passed on my branch and when I reinstalled things locally -- I'll see if force pushing my branch will kick off another build that fixes it.

@kyleabeauchamp -- I'll type up the notes I made this weekend, which might also help to find any problems!

@ColCarroll
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apparently it is a thing! i'll look into it -- we should probably be pinning all the versions in conda.

@twiecki
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twiecki commented Sep 23, 2016

These conda version issues are pretty annoying. Maybe this is now fixed already on their end?

@springcoil
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Wow this error is annoying :)

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coveralls commented Sep 26, 2016

Coverage Status

Coverage increased (+0.006%) to 81.096% when pulling 04bd9a6 on ColCarroll:iterative_nuts into 8e34b01 on pymc-devs:master.

@springcoil
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Ok I'll merge this now - great work @ColCarroll I look forward to that IPyNB or PDF write up or blog post (however you wish to do it) on how this algorithm actually works. I've not seen it anywhere else.

@springcoil springcoil merged commit 30b0c50 into pymc-devs:master Sep 26, 2016
twiecki added a commit that referenced this pull request Oct 3, 2016
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5 participants