Euler maruyama example

numpyro
1

Dear all,

Good day.
Is there an example for Euler Maruyama application in numpyro?
I am basically PyMC user and wish to try out in numpyro too.

There are alot of tutorials in numpyro.
May I know is there an example that show systematically model define and infer in numpyro?

Thanks

2

Currently, we don’t have examples for Euler Maruyama (you can make a feature request for it). I think bayesian regression would be a starting point. For a problem like Euler Maruyama, you can either define a custom distribution or manually compute log-likelihood and use numpyro.factor to add that log-likelihood to the joint density.