Turing supports the use of DynamicHMC as a sampler through the
DynamicNUTS is not appropriate for use in compositional inference. If you intend to use Gibbs sampling, you must use Turing’s native
To use the
DynamicNUTS function, you must import the
DynamicHMC package as well as Turing. Turing does not formally require
DynamicHMC but will include additional functionality if both packages are present.
Here is a brief example of how to apply
# Import Turing and DynamicHMC. using LogDensityProblems, DynamicHMC, Turing # Model definition. @model function gdemo(x, y) s ~ InverseGamma(2, 3) m ~ Normal(0, sqrt(s)) x ~ Normal(m, sqrt(s)) y ~ Normal(m, sqrt(s)) end # Pull 2,000 samples using DynamicNUTS. chn = sample(gdemo(1.5, 2.0), DynamicNUTS(), 2000)