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Implement a Metropolis-Hastings sampler

Open altavir opened this issue 5 years ago • 0 comments

Implement a Sampler with Metropolis-Hastings algorithm.

We need to discuss the API, but I think that the sampler should take a [Distribution] or two distributions (for prior and likelihood) as parameters.

altavir avatar Jan 31 '20 07:01 altavir