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[FR]: Example of Predictive with MCMC sampling

See original GitHub issue

There are currently no examples in the docs and tutorials of Predictive being used in MCMC sampling. Given its importance in returning deterministic values of interest from models, it would probably be useful for users to be able to see how they are used.

Issue Analytics

State:
Created 2 years ago
Comments:8 (6 by maintainers)

Top GitHub Comments

2reactions

mtsokolcommented, May 7, 2021

Hi @fritzo! Sorry for the delay and thank you for a guidance!

I did a short (draft with possible errors and misunderstanding) notebook in a “tutorial” way that utilizes deterministic, Predictive and MCMC with the model you provided. But it’s pretty short and it repeats content from existing tutorials so I don’t think it’s worth it. (However writing it was a great way to familiarize myself with the library!)

I can search for another issue in pyro or numpyro or continue this notebook according to your tips if you consider it worthwhile. What do you think?

Links to the notebook: https://nbviewer.jupyter.org/gist/mtsokol/fe00f78bb0b925f986d241622c2ec019 https://gist.github.com/mtsokol/fe00f78bb0b925f986d241622c2ec019

(I focused on explaining deterministic, rate variable and GammaPoisson distribution)

2reactions

mtsokolcommented, Apr 13, 2021

Hi! Is it open as a good-first-issue? If yes then I would like to try it. I haven’t used pyro (only TFP) so I would be grateful if you could point out which examples from http://pyro.ai/examples I can refer to and follow while learning and writing.

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