2 March 2023
Tweag releases the full source code of the Chainsail web service, for sampling multimodal distributions, first announced in August 2022. This blog post gives a tour of the Chainsail service architecture, links out to the relevant parts of the source code and proposes possible extensions to Chainsail for which the Tweag team would welcome contributions from the community.
Simeon Carstens
25 October 2022
Tweag intern Abdellatif summarizes his internship, in which he augmented Chainsail with a Bayesian Replica Exchange scheme to improve sampling of multimodal distributions.
Abdellatif Kadiri
18 October 2022
My experience improving monad-bayes, the probabilistic programming language package, as a Tweag fellow.
Reuben Cohn-Gordon
11 August 2022
Etienne Jean, Simeon Carstens
9 August 2022
Tweag announces Chainsail, a simple-to-use web service for better sampling of multimodal distributions with a scalable and auto-tuning Replica Exchange algorithm at its core.
Simeon Carstens, Dorran Howell, Etienne Jean, Saeed Hadikhanloo, Guillaume Desforges
30 September 2021
A discussion and benchmark of an alternative integrator for Hamiltonian Monte Carlo.
Arne Tillmann, Simeon Carstens
28 October 2020
In the final post of Tweag's four-part series, we discuss Replica Exchange, a powerful MCMC algorithm designed to improve sampling from multimodal distributions. An illustrative example and, as always, an interactive Python notebook with easy-to-modify code lead to an intuitive understanding and invite experimentation.
Simeon Carstens
6 August 2020
Learn about Hamiltonian Monte Carlo, and how to implement it from scratch.
Simeon Carstens
9 January 2020
In this second post of Tweag's four-part series, we discuss Gibbs sampling, an important MCMC-related algorithm which can be advantageous when sampling from multivariate distributions. Two different examples and, again, an interactive Python notebook illustrate use cases and the issue of heavily correlated samples.
Simeon Carstens
25 October 2019
In this first post of Tweag's four-part series on Markov chain Monte Carlo sampling algorithms, you will learn about why and when to use them and the theoretical underpinnings of this powerful class of sampling methods. We discuss the famous Metropolis-Hastings algorithm and give an intuition on the choice of its free parameters. Interactive Python notebooks invite you to play around with MCMC yourself and thus deepen your understanding of the Metropolis-Hastings algorithm.
Simeon Carstens