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

mukesh February 7, 2019, 10:38pm 4

Thank you for the reply

It would be great if you could explain the method that you used (which is based on both TMCMC and CATMIP) either in the docstring or here.

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SMC vs sample_smc (TMCMC vs CATMIP)

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