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discrete parameters

Open glutamate opened this issue 11 years ago • 1 comments

if we modify the type of runChain such that the posterior function has type Vector Double -> Vector Int -> Double (but the gradient has the same type, or maybe it still takes the Vector Int as an argument but of course it cant produce a gradient on discrete parameters so it just treats discrete parameters as fixed).. then... do something..

glutamate avatar Aug 07 '13 11:08 glutamate

we could just do #8 first, then modify the Haario adaptive metropolis strategy to work on both Ints and Reals. Then at least we have adaptive metropolis for integer parameters.

glutamate avatar Sep 02 '13 07:09 glutamate