Hi, I am trying to use the following linear transformation to some parameters in my model. class Linear(pm.distributions.transforms.ElemwiseTransform): name = "linear" def __init__(self, alpha, beta): super(pm.distributions.transforms.ElemwiseTransform, self).__init__() se…

Transformed variables causing errors with NUTS but not with SVGD

dhrunia May 14, 2019, 2:26pm 2

Hi All,

I am still not able to figure out why such linear transformation is causing error only while using NUTS sampler. Any suggestions are appreciated. Thanks!

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Transformed variables causing errors with NUTS but not with SVGD

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