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RL functions using blackbox likelihoods in HSSM #464

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Hi,

A couple of points to implement this --

  1. At a high level, you can implement this black box likelihood in Cython or JAX/PyTensor. While JAX/PyTensor implementation will allow the use of gradient-based samplers like NUTS, you will have to rely on Slice sampling if you have a Cython function. While you can also implement a Python function, it will be very inefficient in practice.

  2. Black box likelihood function. Let's say we want to have a Cython implementation. The function signature should look like this --

def cython_LL(np.ndarray[double, ndim=1] subject,
                    np.ndarray[double, ndim=1] response,
                    np.ndarray[double, ndim=1] ...,
                   …

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@BenJonathanWagner
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@krishnbera
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