discourse.edwardlib.org/t/black-box-likelihood/1096

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https://discourse.edwardlib.org/t/black-box-likelihood/1096

Black box likelihood

Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary…



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Black box likelihood

https://discourse.edwardlib.org/t/black-box-likelihood/1096

Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary…



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https://discourse.edwardlib.org/t/black-box-likelihood/1096

Black box likelihood

Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary…

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      Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary…
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      Black box likelihood
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      Hi, I currently use PYMC3 to use NUTS on a likelihood function and it’s gradients that I have a C++ function calculate. (I can’t use tensorflow because my calculations require arbitrary precision. Tensorflow’s arbitrary precision library tf-big requires Tensorflow no higher than 1.13 while edward2 requires Tensorflow 2. I also think the C++ implementation will be much faster anyway.) I have a class that collects the individual log-likelihoods and gradients and sums them so I get the complete lo...
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