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I cannot differentiate the usages between pyro.sample and pyro.param

Could you please give an example of simple discrete bayesian network where each node is categorical and it has only one parent? Hi, i’m working on a model where the likelihood follows a matrix normal distribution, x ~ mn_{n,p} (m, u, v) M ~ mn u ~ inverse wishart v ~ inverse wishart as a result, i believe the posterior distribution should also follow a matrix normal distribution Is there a way to implement the matrix normal distribution in pyro

If i replace the conjugate priors with. I am running nuts/mcmc (on multiple cpu cores) for a quite large dataset (400k samples) for 4 chains x 2000 steps I assume upon trying to gather all results (there might be some unnecessary memory duplication going on in this step?) are there any “quick fixes” to reduce the memory footprint of mcmc

The issue was because this was not differentiable

Hi all, i’ve read a few posts on the forum about how to use gpu for mcmc Transfer svi, nuts and mcmc to gpu (cuda), how to move mcmc run on gpu to cpu and training on single gpu, but there are a few questions i still have on how to get the most out of numpyro There is also this blog post comparing mcmc sampling methods on gpu, and although the model is built in pymc, it uses numpyro. Hi, i’m using the latest pyro and tutorials

In another place i have a bvae pytorch implementation that trains on audio waveforms and denoises them by losing information during reconstruction The training step is as f… This would appear to be a bug/unsupported feature If you like, you can make a feature request on github (please include a code snippet and stack trace)

However, in the short term your best bet would be to try to do what you want in pyro, which should support this.

This is my first time using pyro so i am very excited to see what i can built with it.🙂 specifically, i am trying to do finite dirichlet process clustering with variational inference I want to generalize this into a chinese restaurant process involving an “infinite” number of states

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