Hello all. I am trying to use Turing to run a state space model based on Simon Jackman’s Bayesian Analysis for the Social Sciences . In chapter 9, he sets out a few different latent variable models, including a state space model for pooling for the polls. Basically, there is an underlying “true” vot…

There may be a few ways to speed up the model itself, but the biggest speed-up will come from calling Turing.setrdcache(true). With just this change, on my machine, Turing sampled 4 chains in 13 minutes. See Automatic Differentiation for a description of when this is safe to use.

Turing: help speed up state space model

Specific Domains Probabilistic Programming

r_talebloo November 11, 2021, 1:03pm 4

please check this simulation

https://github.com/TuringLang/Turing.jl/issues/1412

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Turing: help speed up state space model

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