pymc3-hmm
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Implement a Horseshoe Gibbs sampler step method
add in Horseshoe Gibbs sampler along with unit tests so we can start moving forward with a PyMC step method implementation
This addition should follow the basic design/approach/template of pymc3_hmm.step_methods.FFBSStep
(e.g. implement all the same methods, perform similar (symbolic) input validation and setup, have an informative docstring with some math details, etc.)—and also be added to pymc3_hmm.step_methods
. The same goes for its tests.