Hi there, I’ve been playing around with SMC for a problem with a large number of dimensions. I have a few questions though: it’s apparently not possible to use a specific number of chains but the process can be parallelized on cores. I tried to find some documentation to know more about the algor…

Hi @vian In our implementation the numbers of draws is the number of chains. The docstring of sample_smc has a high-level description of the algorithm. The exact description of the algorithm implemented in PyMC3 has not been published but is based on this and this with a few modifications, mostl…

SMC questions: start values

Questions

AlexAndorra July 29, 2020, 9:59am 2

Hi Vianney,
I think the one and only @aloctavodia will be helpful here

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SMC questions: start values

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