Skip to content

Importance sampling for GammaMixture support. #84

@albertpod

Description

@albertpod

We have (tw @bvdmitri ) spotted an issue with running an important sampling strategy around the GammaMixture node.
We proposed this strategy n this paper.

The API for the form constraint has changed i.e.
as = randomvar(nmixtures, prod_constraint = ProdGeneric(), form_constraint = SampleListFormConstraint(rng, 1000, LeftProposal()))
compared to
as = randomvar(nmixtures, prod_strategy = as_prod_strategy, constraint = as_constraint)

Metadata

Metadata

Assignees

Labels

No labels
No labels

Type

No type
No fields configured for issues without a type.

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions