Log_prob while sampling

numpyro
1

Hi, is it possible to obtain the log_prob while sampling using MCMC?

2

the log_prob of what?

3

log_prob of the MCMC samples under the posterior distribution that we are trying to estimate.

4

i don’t think that’s what you mean? in general that would require computing a normalization constant that MCMC does not/cannot compute

5

I guess @madhav wants to record log_density of a model while sampling. It can be obtained by specify extra_fields=('potential_energy',) like in MCMC docs.

6

Thanks, @fehiepsi, for answering! Also, @martinjankowiak, for replying!