Replica Exchange Monte Carlo #3
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Hi YoshikawaMasashi. We'd love to have your contribution! Ideally it'd be possible to implement the low-level MCMC algorithm as a tfp.mcmc.TransitionKernel. Then, working with Dustin, you could consider using this low-level code in Edward2. In a matter of days we'll be adding RandomWalkMetropolis so this may serve as a nice example in addition to HMC. (But feel free to begin your implementation whenever you like.) |
csuter
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Apr 30, 2018
Hi! I implemented `TransitionKernel` that perform Replica Exchange Monte Carlo Method(#3). I would be appreciated your comment. PiperOrigin-RevId: 194812467
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BTW this can be close now. |
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Hi.
I implemented Replica Exchange Monte Carlo method for
edward, recently.(blei-lab/edward#865)
I also want to implement this method for this repository.
Can I contribute for this project if I implement it?
Thanks.
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