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Batch processing pyro models so cc In my pipeline, i would generally start from some latent normal distributions with a dependent structure, apply pit to transform to uniforms, then call icdf from the. @fonnesbeck as i think he’ll be interested in batch processing bayesian models anyway

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I want to run lots of numpyro models in parallel In one scenario, i am using gaussian copulas to model some variables, one of which has a discrete marginal distribution (say, bernoulli) I created a new post because

This post uses numpyro instead of pyro i’m doing sampling instead of svi i’m using ray instead of dask that post was 2021 i’m running a simple neal’s funnel.

Model and guide shapes disagree at site ‘z_2’ Torch.size ( [2, 2]) vs torch.size ( [2]) anyone has the clue, why the shapes disagree at some point Here is the z_t sample site in the model Z_loc here is a torch tensor wi…

Hello, i am not sure that i understand well how the autodiagonalnormal autoguide works I have a mlp model and i want to do an svi on this model Given that my model uses pyrosample statements (that trigger pyro.sample statements), i guess that my guide has the same structure (except that i can’t add a name to these pyrosample statements as i usually do with pyro.sample) Hi, i’m working on a model where the likelihood follows a matrix normal distribution, x ~ mn_{n,p} (m, u, v)

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M ~ mn u ~ inverse wishart v ~ inverse wishart as a result, i believe the posterior distribution should also follow a matrix normal distribution

Is there a way to implement the matrix normal distribution in pyro If i replace the conjugate priors with. Hi all, i am new to pyro and i am trying to use pyro for gpc I’d like to use some customized link functions e.g

Cloglog or gev link but i didn’t find out how to do it from those tutorials Is it possible to do so using pyro I am running nuts/mcmc (on multiple cpu cores) for a quite large dataset (400k samples) for 4 chains x 2000 steps I assume upon trying to gather all results

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(there might be some unnecessary memory duplication going on in this step?) are there any “quick fixes” to reduce the memory footprint of mcmc

Hi there, i am relatively new to numpyro, and i am exploring a bit with different features

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