Thanks for the talk Dan! And thanks for all the work you have been doing promoting more modern inference method in the astrophysics community.
A few thoughts:
- I would love to hear some ideas from you around how the “onboarding” to PyMC3 could be better. Currently we are rely more on pointing user to books like the PyMC3 port of Statistical Rethinking, and internally we discussed about restructuring the documentation so that it flows better.
- I am interested to see some custom theano ops in
exoplanet, and see how they integrate with theano-pymc with the Jax linker - Somewhat unrelated but of personal interested: I know you work quite a lot in
exoplanetfor custom NUTS tuning (ones that are more similar to Stan) - do you have some example that are really difficult to fit unless with a window tuning scheme?