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 8, 2019, 4:37pm 6

Excellent! Thank you for describing the algorithm.

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SMC vs sample_smc (TMCMC vs CATMIP)

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