Hamiltonian Monte Carlo (HMC), as used by Stan, is only defined for continuous parameters. We’d love to be able to do discrete sampling. So I was excited when I saw this: Yichuan Zhang, Charles Sutton, Amos J Storkey, and Zoubin Ghahramani. 2012. Continuous Relaxations for Discrete Hamiltonian Monte Carlo. NIPS 25. Abstract: Continuous relaxations play […]The post Stan Project: Continuous Relaxations for Discrete MRFs appeared first on Statistical Modeling, Causal…