pyro-ppl/pyro

Tutorial on implementing custom MCMC samplers

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#2,069 opened on 2019年10月18日

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Examplesdocumentationhelp wanted

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説明

Similar to the tutorial on custom losses in SVI, we should have a tutorial on implementing custom MCMC kernels using the new MCMC API. Something simple like SGLD seems like a good starting point.

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