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Define API pdf sampling via e.g. probabilistic frameworks like edward #109

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lukasheinrich opened this issue Apr 11, 2018 · 2 comments
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@lukasheinrich
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lukasheinrich commented Apr 11, 2018

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We want to have the ability to sample from the pdf. A nice way to do this is via native probprog frameworks like Edward that hook in somewhat natively into tensor backends (not sure if there are similar projects for PyTorch, MXnet @cranmer ?). Not clear to me yet how to do this cleanly across numpy/TF/PyTorch/MXnet

For reference I added this super-simplified notebook to show how to sample sth like

p(n,a | alpha) = Pois(n |nu(alpha) ) * Gaus(a | alpha)

which is the core structure of HF right now

https://github.com/diana-hep/pyhf/blob/master/examples/experiments/edwardpyhf.ipynb

@lukasheinrich lukasheinrich changed the title Define API for probabilistic frameworks like edward Define API pdf sampling via e.g. probabilistic frameworks like edward Apr 11, 2018
@lukasheinrich
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ok so I think pyro is the right analogue to edward for pytorch. MXnet has some distributions etc, but haven't found a 'framework' yes (but maybe that's not strictly needed

@matthewfeickert
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Closed through PR #558

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