Applying an MCMC Step to Sample from Distribution with KL Divergence Term

ckrapu · December 10, 2022, 4:40pm

You may want to check out DensityDist instead

Potential works well when you want to adjust the density but you don’t have an underlying RV to sample.

EDIT: Also, if you happen to have the Stan implementation on a public repo and want help porting that over, I’d be happy to take a look.

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