AdvancedMH.jl
AdvancedMH.jl copied to clipboard
RW prior on vectors
How can I apply random walk priors to a vector (beta[1:10]) using AdvancedMH in Turing? Not working sampling code is as follows:
chain = sample(
model,
MH(
:sigmae => AdvancedMH.RandomWalkProposal(Normal(0, 0.1)),
:alpha => AdvancedMH.RandomWalkProposal(Normal(0, 0.1)),
:beta => AdvancedMH.RandomWalkProposal(Normal(0, 0.1)),
),
1_000
)