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Simple stick breaking #3620

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commented Sep 6, 2019

Suggestion for a StickBreaking transformation that is much simpler and still numerically sound.

katosh added 2 commits Sep 5, 2019
katosh added 2 commits Sep 6, 2019
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commented Sep 6, 2019

I don't get the tests to work. My jacobian must be wrong or not stable enough, And the problem at hand could not be solved: https://discourse.pymc.io/t/numerical-issues-with-stickbreaking-in-advi/3825

@katosh katosh closed this Sep 6, 2019

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