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Importance sampling for GammaMixture support. #84

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albertpod opened this issue Feb 8, 2022 · 3 comments
Open

Importance sampling for GammaMixture support. #84

albertpod opened this issue Feb 8, 2022 · 3 comments
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@ismailsenoz

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@albertpod
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We have (tw @bvdmitri ) spotted an issue with running an important sampling strategy around the GammaMixture node.
We proposed this strategy n this paper.

The API for the form constraint has changed i.e.
as = randomvar(nmixtures, prod_constraint = ProdGeneric(), form_constraint = SampleListFormConstraint(rng, 1000, LeftProposal()))
compared to
as = randomvar(nmixtures, prod_strategy = as_prod_strategy, constraint = as_constraint)
@bvdmitri
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bvdmitri commented Sep 30, 2022 •
edited by albertpod

  • Sampling from GammaShapeRate is broken

@albertpod albertpod mentioned this issue Sep 30, 2022
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@albertpod
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PR #222

@albertpod
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This issue is related to #27; I will sync the end date for this issue accordingly.

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@bvdmitri @albertpod @ismailsenoz