Research map / Probabilistic and scientific modeling / Variational and generative sampling
Automatically marginalized MCMC in probabilistic programming
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Automatically marginalize the Beta-distributed local probabilities | HMC on repeated binary trials · Baseball hits 1970 | Min ESS/s: 14.8 (12.7) -> 592.3 (304.2) | Helped |
| Automatically marginalize the Beta-distributed local probabilities | HMC on repeated binary trials · Rat tumors | Min ESS/s: 37.7 (2.1) -> 1072.7 (134.0) | Helped |
| Automatically marginalize the Beta-distributed local probabilities | HMC on repeated binary trials · Baseball hits 1996 AL | Min ESS/s: 3.5 (0.2) -> 467.0 (29.5) | Helped |
| Automatically marginalize conjugate latent variables | HMC on the pulmonary fibrosis model · Pulmonary fibrosis | Min ESS/s: 0.1 (0.0) -> 1.8 (0.1) | Helped |
| Automatically marginalize conjugate latent variables instead of reparameterizing | HMC on the pulmonary fibrosis model · Pulmonary fibrosis | Min ESS/s: 0.1 (0.0) -> 1.8 (0.1) | Helped |
| Manually marginalize conjugate latent variables | Stan NUTS on repeated binary trials · Baseball hits 1970 (Stan) | Min ESS/s: 155.9 (43.4) -> 1407.9 (142.1) | Helped |
| Manually marginalize conjugate latent variables | Stan NUTS on repeated binary trials · Rat tumors (Stan) | Min ESS/s: 623.7 (59.0) -> 1826.2 (84.4) | Helped |
| Manually marginalize conjugate latent variables | Stan NUTS on repeated binary trials · Baseball hits 1996 AL (Stan) | Min ESS/s: 97.0 (5.6) -> 994.1 (27.0) | Helped |
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