Should the gibbs_fn in HMCGibbs take in constrained or unconstrained variables?

numpyro
1

Quick question about HMCGibbs, are the gibbs_sites and hmc_sites variables passed into the gibbs_fn in the constrained or unconstrained space for the model. Similarly, should it return the gibbs_sites in the constrained or unconstrained space?

The documentation is a bit vague on this point and I can’t really follow what is happening in the source code very well (my guess is everything is in the unconstrained space, but it is hard to tell).

2

constrained. see example.

3

Thanks for the clarification.

I will point out that in the example the constrained and unconstrained are the same, which is why I asked for clarification (assuming you are talking about the example in the docs and not a different example someplace).

4

please feel free to make a pull request clarifying. it would be an unfortunate API choice if the user were expected to transform between unconstrained and constrained.