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Published 20 hours ago • verified publisher icon glutamate

MALA strategy

Open glutamate opened this issue 11 years ago • 1 comments

port MALA code from probably/Math.Probably.MALA (or make it up from scratch) to probably-baysig. Need to check this is a correct MALA. I had to guess my way a bit when writing the Hastings-corrector, this is not covered well in the papers.

glutamate avatar Aug 07 '13 11:08 glutamate

We may also want different MALA variants as different strategies, e.g. with respect to using different covariance matrices for the proposal

glutamate avatar Aug 07 '13 11:08 glutamate