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Implement random number generation #11

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ibab opened this issue Jan 30, 2015 · 2 comments
Open

Implement random number generation #11

ibab opened this issue Jan 30, 2015 · 2 comments
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enhancement
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v0.1

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@ibab
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ibab commented Jan 30, 2015

We should be able to easily sample data from the model.
@ibab
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ibab commented Feb 1, 2015

I've added a very crude implementation of this. The .sample method on every distribution calls numpy to sample from the right distribution.
This could also be implemented with Theano.
It would be nice to have parallel generation of samples.
Also, there might be smarter ways to get the "true" values needed for sampling than just passing them in.

@ibab ibab modified the milestone: v0.1 Feb 2, 2015
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ibab commented Feb 8, 2015

With the increased flexibility of the new API, sampling has become a lot harder.
There's probably no way around implementing MCMC if we want to sample arbitrary models.

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