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

Example of Adaptation (Linear Regression Model) #18

Closed
LeahPrice opened this Issue Aug 4, 2017 · 0 comments

Comments

Projects
None yet
1 participant
@LeahPrice
Collaborator

LeahPrice commented Aug 4, 2017

The likelihood annealing SMC approach for the linear regression example is currently based on using predetermined temperature schedules, MCMC kernels and number of MCMC repeats. These choices were all based on what worked well in previous runs, and in general this sort of information is not available.

One of the main benefits of using SMC in this context is that it is naturally adaptive. Although this example is fairly simple (purposely and for a few reasons), showing examples of adaptation will hopefully help to illustrate that the library if flexible enough for more complex problems.

@LeahPrice LeahPrice closed this Aug 27, 2017

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment