wrapper for Edward

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Benjamin Feifke

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Jan 19, 2017, 11:29:34 AM1/19/17
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Hello!

I've been using Stan for a little bit, and just discovered Edward. (First, I must say, your work is amazing; it's really helping me to prototype graphical bayesian models in an easily testable way, I really appreciate it).
I know this isn't the right place to ask about Edward, but I wasn't sure what was.
My question: Is there anyway to specify model_code using Stan, or save a model using Stan, and then input it to the Edward pipeline to leverage its substantial speed increase etc?

Thanks!
Ben

Benjamin Feifke

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Jan 19, 2017, 12:53:18 PM1/19/17
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Answered my own question: http://edwardlib.org/api/model-wrappers

Michael Betancourt

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Jan 19, 2017, 1:33:11 PM1/19/17
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To be clear, do not expect anything close to the speedups claimed
in the Edward paper.  They are very misleading and will disintegrate
when you try to build the kinds of nontrivial models for which Stan is
targeted.

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Andrew Gelman

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Jan 19, 2017, 4:12:29 PM1/19/17
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We love when people answer their own questions!

Also, if you do get this to work for some interesting examples, plz share with the list.
A

On Jan 19, 2017, at 12:53 PM, Benjamin Feifke <benf...@gmail.com> wrote:

Bob Carpenter

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Jan 20, 2017, 1:46:14 PM1/20/17
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And if you don't get the speedup you are expecting, please
report that to the list, too! Or to Edward's lists.

- Bob
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