@noelwelsh Can you recommend a good AD library for Scala?
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Cool. I'd be interested to take a look.
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Great! Sent you an email.
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Incidentally your blog was *extremely* useful when getting started with this stuff, and before I moved to AD I was using PMMH based in large part on your posts.
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What motivated the move to HMC? Did you previously have models with discrete variables in them?
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We don't have discrete parameters. PMMH was easy to get started with because it's a fairly natural extension of a probability monad. Moving to HMC required a much more thoughtful API design, but scales better to larger number of parameters and lets us make our models hierarchical
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That makes complete sense.
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