blangSDK
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Blang's software development kit
Let p_1, p_2, p_n denote the simplex being sampled. Right now a slice sampler is used where two coordinates p_i and p_j are picked, and one is moved by the...
- Wang-Landau - Simulated annealing + dynamic estimation of constants - https://www.stat.sfu.ca/content/dam/sfu/stat/alumnitheses/2017/Thesis-Biljana%20Jonoska%20Stojkova.pdf - Perfect simulation algorithms?
How many doubling? Shrinking? A few rounds of tuning at beginning might make a big difference. Also consider the new gradient-free scheme for matrices.
- sampler for an HMM - deeper hierarchies using nested plates - using distribution as argument
- Links to code - Snippets - offer link as well - from other repos.. Version? - Better mini-doc - Sections, etc