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Allow separate parameters or blocks of them to use different samplers

Open ben18785 opened this issue 6 years ago • 2 comments

Not sure how easy this is to do in Pints but will likely be very useful for bigger models, with correlated parameters.

ben18785 avatar Mar 29 '18 02:03 ben18785

~@ben18785 is this a duplicate of #646 ?~

MichaelClerx avatar Feb 12 '19 08:02 MichaelClerx

If you could combine this with #646 it would probably make a good project.

I think it'd largely be a feature of the MCMCController (unless you wanted to allow e.g. ABC or nested sampling for some blocks?), so a possible road map would be:

  • work out a single ask() call (in a script), that can use multiple MCMC samplers on the same LogPDF. The MCMCSampler class doesn't know about the problem it's optimising (only it's n_parameters) so that should be fairly straightforward
  • make a call to tell --> now it get's a bit trickier, as some samplers could return None here?
  • work out what to do in this case
  • wrap it up in a loop, see if it works
  • depending on how much code it is, add it to MCMCController, or write a separate controller

MichaelClerx avatar May 19 '20 07:05 MichaelClerx