Numpyro: Sampling from experimental data

numpyro
1

I am trying to sample in Numpyro from a jnp.array of data I already have. I know a can aprroximate it by a normal distributiion or a sum of normal distributions, however I want it to be a discrete distribution of my data.

In pyro there used to be a distribution called empirical. I want smth like that.

I dont know if someone can help me in numpyro or know how to use the old function of pyro connected with numpyro as I am doing NUTS for posterior sampling.

Thanks a lot!!

2

Hi @MiguelSantPasc,

You could try using the tfp.Empirical with contrib.tfp. There is some discussion in issue #685 on GitHub.