Just the other day1 I was chatting with a friend2 about MCMC and he asked me a fundamental, but seldom asked, question: What happens my acceptance probability is a bit off?. This question comes up a bunch. In this context, they were switching from double to single precision3 and were a little worried that some of their operations would be a bit more inexact than they were used to. Would this tank MCMC? Would everything still be fine? What is Markov chain Monte Carlo Markov chain Monte Carlo (...| Un garçon pas comme les autres (Bayes)
(All based on these excellent slides from Umberto Picchini) “Approximate Bayesian Computation” sounds like a broad class of methods that would potentially include things like message pa…| Justin Domke