Example: Embarrassingly Parallel MCMC via Consensus Monte Carlo#2167
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fehiepsi merged 7 commits intopyro-ppl:masterfrom Apr 1, 2026
Merged
Example: Embarrassingly Parallel MCMC via Consensus Monte Carlo#2167fehiepsi merged 7 commits intopyro-ppl:masterfrom
fehiepsi merged 7 commits intopyro-ppl:masterfrom
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fehiepsi
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Very nice tutorial!!! <3 Could you add this to the Introductory Tutorials section of https://github.com/pyro-ppl/numpyro/blob/master/docs/source/index.rst?
Just have a small comment at "Why Do the Methods Differ Here?" It is a bit unclear to me to distinguish the banana-shaped vs elliptic, maybe adjusting the param/data a bit?
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Thanks @fehiepsi ! I added the notebooks to the docs: 
Regarding the comment, I think it was a bit of a stretch, so I simplified it. |
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Trying to bring a simpler version of #277 (see https://forum.pyro.ai/t/mcmc-for-bnn-with-big-data/9027/2?u=juanitorduz)
@fehiepsi I am not an expert in this topic, so I am sharing a simpler version for review. We can either keep this one and/or continue the example from #277 :)