LinearEllipticalSliceSampler with non-standard Normals #1879
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This pull request was exported from Phabricator. Differential Revision: D46579587 |
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Summary: Pull Request resolved: pytorch#1879 This commit adds support for non-standard Normal base distributions in the LinearEllipticalSliceSampler. The approach standardizes the problem internally by modifying the constraint system. Reviewed By: Balandat Differential Revision: D46579587 fbshipit-source-id: f49c941bf8b334302c6ec7cc7ae5883dce857e70
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Summary: This commit introduces burn-in and thinning for the linear elliptical slice sampler. Differential Revision: https://internalfb.com/D46532855 fbshipit-source-id: a5d74c0c72f1a97d84c93c00685b541561ef3c5d
Summary: Pull Request resolved: pytorch#1879 This commit adds support for non-standard Normal base distributions in the LinearEllipticalSliceSampler. The approach standardizes the problem internally by modifying the constraint system. Reviewed By: Balandat Differential Revision: D46579587 fbshipit-source-id: 09cc5ea6e5496d99ee71de871e7857f7e320bed3
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Summary: This commit adds support for non-standard Normal base distributions in the LinearEllipticalSliceSampler. The approach standardizes the problem internally by modifying the constraint system.
Reviewed By: Balandat
Differential Revision: D46579587