NumPyro delivers a JIT-compilable iterative NUTS sampler by composing Pyro effect handlers with JAX transformations, achieving faster performance than prior implementations.
URL http://proceedings.mlr.press/v97/agrawal19a.html
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Composable Effects for Flexible and Accelerated Probabilistic Programming in NumPyro
NumPyro delivers a JIT-compilable iterative NUTS sampler by composing Pyro effect handlers with JAX transformations, achieving faster performance than prior implementations.