Posts tagged pymc3.sample_smc

Sequential Monte Carlo

• 19 October 2021
• Category: beginner
• Tags: SMC pymc3.Model pymc3.Potential pymc3.Uniform pymc3.sample_smc

Sampling from distributions with multiple peaks with standard MCMC methods can be difficult, if not impossible, as the Markov chain often gets stuck in either of the minima. A Sequential Monte Carlo sampler (SMC) is a way to ameliorate this problem.

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