Hi All,

I have a brief question about a particular use case of Pyro. To give a brief background, I’ve been using PyTorch to solve a given problem in my research and within my PyTorch code I get samples for my model by using the Metropolis-Hastings algorithm. So, I have some model which is a function f(x) from R^N -> R^1 and generate samples x (in R^N) by using the previously mentioned Metropolis-Hastings algorithm.

I’ve had a quick look through the docs and it seems that Pyro is only used for Bayesian inference to infer a model’s parameters. (Unless I’ve missed it) Are there any examples of using Pyro to sample inputs for a model using Markov Chain Monte Carlo?

Thank you in advance!