In smc.py file, I see a class named SMC and a def named sample_smc. I read the references mentioned in both SMC class and sample_smc definition they use TMCMC and CATMIP algorithm respectively. I realize that both the sampling techniques are slightly different. In this regard, I have the following q…

SMC works by moving from successive stages. At each stage the inverse temperature \beta is increased a little bit (starting from 0 up to 1). When \beta = 0 we have the prior distribution and when \beta =1 we have the posterior distribution. So in more general terms we are always computing samples fr…

SMC vs sample_smc (TMCMC vs CATMIP)

Questions

junpenglao February 7, 2019, 8:42pm 2

@aloctavodia?

Topic		Replies	Views
Pm.step_methods() doesn't include pm.SMC() in pymc3 v 3.8 Questions	6	839	April 17, 2020
Using multiple chains in SMC in PyMC3 Questions smc_abc	9	1580	December 3, 2021
Scope of implementing ABC,SMC-ABC in PYMC4 as GSOC 2019 Project Development gsoc	10	1157	March 3, 2019
SMC Sampler references version agnostic smc	6	380	January 22, 2024
New MCMC method Development	2	665	September 7, 2018

SMC vs sample_smc (TMCMC vs CATMIP)

Related topics