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In principle, yes. The team is working on nested models definition that will allow seamless fusion of many models into one.
by pdsnk1 3y ago
In principle, yes. The team is working on nested models definition that will allow seamless fusion of many models into one.
- ckrapu 3y agoI would love to build a massive global macroeconomic model (vector autoregressions for exchange rates/ securities, spatiotemporal processes for raw materials like crop yields, etc) using something like this. It would just take way too long with Monte Carlo.
- pdsnk1 3y agoThere are workarounds to build latent VARs, but it's not available right off the box. There'll be more developments on these type of models early next year! Reactive aspect of the toolbox makes the inference in these models fast
- ckrapu 3y agoAlso do you have any functionality for recognizing graph structure (I.e. marginalizing out variables, identifying conjugacy, automatic reparameterization)?
- bvdmitri 3y agoRxInfer.jl does some analysis, but it is quite limited atm. The main library for specifying the graph structure (GraphPPL.jl) is being rewritten, refactored and overhauled from grounds and should do much much better job in automatically recognising the graph structure in the future!