tfp.mcmc.NoUTurnSampler is not working with ReplicaExchangeMC

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Damian Ndiwago

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Mar 23, 2022, 4:50:20 PMMar 23
to TensorFlow Probability
Hi all,

I get error REMCFieldNotFoundError: NUTSKernelResults( ) or a kernel result nested within it is currently not supported by the ReplicaExchangeMC kernel. Is there any way I can get around this for NUTS? Here is a link to the example I run 

Thank you, 
Damian


Junpeng Lao

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Mar 26, 2022, 4:51:13 AMMar 26
to TensorFlow Probability, ndiwag...@gmail.com
Hi Damian,

I am not sure it is possible to use NUTS with ReplicaExchangeMC, as NUTS proposal contains multiple proposals (any state on the Hamiltonian trajectory during the binary tree building are valid proposal as they are on the same level set), unlike HMC or MH that contains a single proposal, which the information related to the proposal is used by ReplicaExchangeMC.

Damian Ndiwago

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Mar 30, 2022, 3:02:24 AMMar 30
to Junpeng Lao, TensorFlow Probability
Hi Junpeng,

Thank you so much, I get it now.

Regards,
Damian
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