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RW prior on vectors

Open patwa67 opened this issue 1 year ago • 0 comments

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
)

patwa67 avatar Jan 25 '24 15:01 patwa67