Hi, I want to implement a new sampler and need the banana-shaped distribution as a test case. Here I found an implementation for pymc, but I can’t transfer it to pymc3. This is how I can transform samples from a multivariate normal into the banana-shape: def banana(X, b=0.03): """Twist the s…

[image] michaelosthege: I want to implement a new sampler and need the banana-shaped distribution as a test case. You can define a banana-shaped function and wrap it using pm.Potential. For example, defining a Rosenbrock function : import numpy as np import pymc3 as pm import theano.tensor as…

Sampling the Banana-shaped distribution

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smdssh July 23, 2018, 7:49pm 13

Thank you very much! That actually solved both of my problems!

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Sampling the Banana-shaped distribution

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