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Component-wise MCMC for subset simulation

Open AnderGray opened this issue 1 year ago • 4 comments

This PR changes the MCMC sampler in SubSetSimulation from usual Metropolis-Hastings, to component-wise MH. Dimensions are accepted independently, giving a better acceptance rate in higher dimensions.

closes #165

AnderGray avatar May 08 '24 14:05 AnderGray

Thanks for taking a look, everything should be addressed

AnderGray avatar May 08 '24 16:05 AnderGray