MCMC Solver
Closed this issue · 2 comments
eribean commented
Markov chain monte carlo is a popular estimation technique, consider adding this for the current 1 dimensional methods.
eribean commented
Prototyped Rasch/1PL/2PL/GRM in PyMC3. Works fine. I looked into Pyro, it has more knobs, but that's not necessarily what I'm after. Going to go with PyMC3 and will see if there reconfigured back-end to JAX brings better GPU support. If, at that time, it doesn't work, I'll look into moving to Pyro. Going to add the MCMC solver as a submodule.
eribean commented
Decided to create a new repository that focuses on Bayesian estimation, called girth_mcmc. Closing this issue as they are now separate projects.