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Implement mix discrete and continuous sampling #187

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kazewong opened this issue Oct 14, 2024 · 0 comments

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kazewong commented Oct 14, 2024

In some use cases, the users may want to switch between discrete sampling and continuous sampling.

There are two parts to this problem:

Let the user defining an objective function that support both continuous and discrete variables.
Sample the variables.

The second step can be done with some thing like
https://num.pyro.ai/en/latest/_modules/numpyro/infer/hmc_gibbs.html#DiscreteHMCGibbs

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