Distributed MCMC in numpyro?

I’ve seen that distributed MCMC is a research topic that has been going on. Is there any way to do distributed MCMC on numpyro or pyro in CPU, something that might work e.g. on a spark cluster?

Hi @seanreed1111, I’m not sure if we can run MCMCs on a spark cluster. I think it might be possible but we will need help from those who are familiar with spark. If you try to run and get some errors, please let us know. We have some functionalities to help merging subposteriors by the way.

ah, thank you for that link! I will look around for some examples that use the technique and see what I can come up with.