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[Tutorial] Elliptical Slice Sampling #42
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Sure, can you point me towards a nice tutorial to emulate or documentation on ESS? |
https://github.com/TuringLang/EllipticalSliceSampling.jl and in particular the video in the README are helpful I hope 😉 |
Thanks, will look into it. |
Just ask if anything is unclear or doesn't work 🙂 |
I've tried it on the linear regression and logistic regression by adding: ess_chn = sample(model, ESS(), 2_000); Both give
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You have to use a |
We should have a tutorial on comparing the ESS sampler against HMC samplers. HMC is very popular, but partially due to availability in Stan. In many interesting cases with Gaussian priors, ESS could be a competitive alternative, I think, both computationally and statistically!
cc @devmotion
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