Sampling on a fixed grid or on a specified list of points

If using RStan or certain versions of PyStan, you could use log_prob and log_prob_grad methods to evaluate the log denisty and gradients in arbitrary grid of parameter values. Just create the grid in R or Python. There are examples both in R and Python of using these methods, and I can include links if you don’t find them with quick googling (sorry didn’t have time to check the best pages to link)

3 Likes